شماره ركورد كنفرانس :
4214
عنوان مقاله :
Necessary and sufficient optimality conditions for the extended trust region subproblem
پديدآورندگان :
Fallahi Saeed Salman Farsi University of Kazerun
كليدواژه :
Extended trust region subproblem , global optimization , S , lemma , semidefinite optimization relaxation
عنوان كنفرانس :
دهمين كنفرانس بين المللي تحقيق در عمليات
چكيده فارسي :
We consider the problem of minimizing an extended trust region sub-problem (eTRS) in which the trust
region ball intersects with a single linear inequality constraint. Using a variation of S-Lemma, we present a
new necessary and sufficient global optimality conditions for (eTRS). Then a new SOCP/SDP formulation
is introduced for the problem.