Optimality conditions for the minimization of a quadratic with two quadratic constraints

被引：80

作者：

Peng, JM ^{[1
]}

Yuan, YX ^{[1
]}

机构：

[1] Chinese Acad Sci, Inst Computat Math & Sci Engn Comp, State Key Lab Sci & Engn Comp, Beijing 100080, Peoples R China

来源：

SIAM JOURNAL ON OPTIMIZATION | 1997年 / 7卷 / 03期

关键词：

trust region method; global minimizer; constrained optimization; subproblem; quadratic constraint;

D O I：

10.1137/S1052623494261520

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The trust region method has bean proven to be very successful in both unconstrained and constrained optimization. It requires the global minimum of a general quadratic function subject to ellipsoid constraints. In this paper, we generalize the trust region subproblem by allowing two general quadratic constraints. Conditions and properties of its solution are discussed.

引用

页码：579 / 594

页数：16

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