The Trust Region Subproblem and Semidefinite Programming

The trust region subproblem (the minimization of a quadratic objective subject to one quadratic constraint and denoted TRS) has many applications in diverse areas, e.g. function minimization, sequential quadratic programming, regularization, ridge regression, and discrete optimization. In particular, it determines the step in trust region algorithms for function minimization. Trust region algorithms are popular for … Read more