Exploring a new method based on generalized eigenvalues for the trust-region subproblem
نویسندگان
چکیده
منابع مشابه
The generalized trust region subproblem
The interval bounded generalized trust region subproblem (GTRS) consists in minimizing a general quadratic objective, q0(x) → min, subject to an upper and lower bounded general quadratic constraint, l ≤ q1(x) ≤ u. This means that there are no definiteness assumptions on either quadratic function. We first study characterizations of optimality for this implicitly convex problem under a constrain...
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ژورنال
عنوان ژورنال: Revista dos Trabalhos de Iniciação Científica da UNICAMP
سال: 2019
ISSN: 2596-1969
DOI: 10.20396/revpibic262018654