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.
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页码：579 / 594
页数：16
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