Title of article :
An Efficient Algorithm for the Extended Trust-Region Subproblem with Two Linear Constraints
Author/Authors :
Ansary Karbasy ، Saeid Department of Applied Mathematics - Faculty of Mathematical Sciences - University of Guilan , Salahi ، Maziar Department of Applied Mathematics - Faculty of Mathematical Sciences, Center of Excellence for Mathematical Modeling, Optimization and Combinatorial Computing (MMOCC) - University of Guilan
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.
Keywords :
Quadratic optimization , Trust , region subproblem , Extended trust , region subproblem , Local non , global minimum
Journal title :
Bulletin of the Iranian Mathematical Society
Journal title :
Bulletin of the Iranian Mathematical Society
