QUADRATIC OPTIMIZATION WITH TWO BALL CONSTRAINTS

被引：5

作者：

Karbasy, Saeid Ansary ^{[1
]}

Salahi, Maziar ^{[1
]}

机构：

[1] Univ Guilan, Fac Math Sci, Dept Appl Math, Rasht, Iran

来源：

NUMERICAL ALGEBRA CONTROL AND OPTIMIZATION | 2020年 / 10卷 / 02期

关键词：

Quadratic optimization; global optimization; extended trust region subproblem; two trust region subproblem; TRUST-REGION SUBPROBLEM; IDENTIFICATION; OPTIMALITY;

D O I：

10.3934/naco.2019046

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, the minimization of a general quadratic function subject to two ball constraints, called two ball trust-region subproblem (TB-TRS), is studied. It is shown that the global optimal solution can be found by solving two extended trust-region subproblems. Strong duality conditions for two special cases are discussed. Finally, a comparison of results of the new algorithm with the other two recently proposed algorithms and CVX software are presented for several classes of randomly generated test problems.

引用

页码：165 / 175

页数：11

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