Journal article
SECOND-ORDER-CONE CONSTRAINTS FOR EXTENDED TRUST-REGION SUBPROBLEMS
SIAM journal on optimization, Vol.23(1), pp.432-451
01/01/2013
DOI: 10.1137/110826862
Abstract
The classical trust-region subproblem (TRS) minimizes a nonconvex quadratic objective over the unit ball. In this paper, we consider extensions of TRS having extra constraints. When two parallel cuts are added to TRS, we show that the resulting nonconvex problem has an exact representation as a semidefinite program with additional linear and second-order-cone (SOC) constraints. For the case where an additional ellipsoidal constraint is added to TRS, resulting in the "two trust-region subproblem" (TTRS), we provide a new relaxation including SOC constraints that strengthens the usual semidefinite programming (SDP) relaxation.
Details
- Title: Subtitle
- SECOND-ORDER-CONE CONSTRAINTS FOR EXTENDED TRUST-REGION SUBPROBLEMS
- Creators
- Samuel Burer - University of IowaKurt M. Anstreicher - University of Iowa
- Resource Type
- Journal article
- Publication Details
- SIAM journal on optimization, Vol.23(1), pp.432-451
- Publisher
- Siam Publications
- DOI
- 10.1137/110826862
- ISSN
- 1052-6234
- eISSN
- 1095-7189
- Number of pages
- 20
- Grant note
- CCF-0545514 / NSF grant; National Science Foundation (NSF)
- Language
- English
- Date published
- 01/01/2013
- Academic Unit
- Industrial and Systems Engineering; Computer Science; Business Analytics
- Record Identifier
- 9984380493302771
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