Abstract
In this paper, we study a modified version of the conic trust region subproblem which arises within a class of nonlinear programming algorithms. First using a variant of S-Lemma, we give an SOCP/SDP formulation which gives its optimal objective value. Then using the parametrization approach of Dinkelbach and the known exact SOCP/SDP relaxation of the extended trust region subproblem, we find its optimal solution. Finally, some preliminary numerical results are given.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.