Iranian Journal of Operations Research
مجله انجمن ایرانی تحقیق در عملیات
IJOR
Basic Sciences
http://iors.ir/journal
0
user
2008-1189
10.29252/iors
en
jalali
1397
3
1
gregorian
2018
6
1
9
2
online
1
fulltext
en
On SOCP/SDP Formulation of the Extended Trust Region Subproblem
Continuous Optimization
Continuous Optimization
پژوهشی
Original
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.
Extended trust region subproblem, S-Lemma, Semidefinite program, Second order cone program.
3
14
http://iors.ir/journal/browse.php?a_code=A-10-750-14&slc_lang=en&sid=1
Saeed
Fallahi
saeedfallahi808@gmail.com
00031947532846001777
00031947532846001777
No
Salman Farsi University of Kazerun
Maziar
Salahi
salahim@guilan.ac.ir
00031947532846001778
00031947532846001778
Yes
University of Guilan
Saeed
Ansary Karbasy
saeidansary144@yahoo.com
00031947532846001779
00031947532846001779
No
University of Guilan