Abstract
In this paper, the minimization of a general quadratic function subject to two ball constraints, called two ball trust-region subproblem (TBTRS), is studied. It is shown that the global optimal solution can be found by solving two extended trust-region subproblems. Strong duality conditions for two special cases are discussed. Finally, a comparison of results of the new algorithm with the other two recently proposed algorithms and CVX software are presented for several classes of randomly generated test problems.
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