Title of article :
On SOCP/SDP Formulation of the Extended Trust Region Subproblem
Author/Authors :
Fallahi, S. Department of Mathematics - Salman Farsi University of Kazerun , Salahi, M. Department of Applied Mathematics - Faculty of Mathematical Sciences - University of Guilan , Ansary Karbasy, S. Department of Applied Mathematics - Faculty of Mathematical Sciences - University of Guilan
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 SOCP/SDP formulation is introduced for the problem. Finally, several illustrative
examples are provided.
Keywords :
Extended trust region subproblem , S-Lemma , Semidefinite program , Second order cone program
Journal title :
Astroparticle Physics
