Abstract
In this paper, we study the extended trust-region subproblem with two linear inequality constraints (2-eTRS). Without any assumptions on the linear constraints, it is shown that its global optimal solution can be found by solving at most four trust-region subproblems. Finally, the efficiency of the proposed algorithm is compared with the branch and bound algorithm of Beck et al. (J Glob Optim 69(2):309–342, 2017) and CVX software on several classes of test problems.
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