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
Pages
12
From page
3
To page
14
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
Serial Year
2018
Record number
2491124
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