|
|
|
|
|
 |
Search published articles |
 |
|
Showing 1 results for Extended Trust Region Subproblem
Mr Saeed Fallahi, Prof. Maziar Salahi, Mr Saeed Ansary Karbasy,
Volume 9, Issue 2 (6-2018)
Abstract
We consider the extended trust region subproblem (eTRS) as the minimization of an indefinite quadratic function subject to the intersection of unit ball with a single linear inequality constraint. Using a variation of the S-Lemma, we derive the necessary and sufficient optimality conditions for eTRS. Then, an OCP/SDP formulation is introduced for the problem. Finally, several illustrative examples are provided.
|
|
|
|
|
|
|
|
|
