linear inequality constraint

Local Nonglobal Minima for Solving Large Scale Extended Trust Region Subproblems

  • Maziar Salahi
  • Henry Wolkowicz
  • Akram Taati
    • Categories Constrained Nonlinear Optimization, Global Optimization, Optimization Software and Modeling Systems Tags , , ,

    We study large scale extended trust region subproblems (eTRS) i.e., the minimization of a general quadratic function subject to a norm constraint, known as the trust region subproblem (TRS) but with an additional linear inequality constraint. It is well known that strong duality holds for the TRS and that there are efficient algorithms for solving … Read more