Journal article
The trust region subproblem with non-intersecting linear constraints
Mathematical programming, Vol.149(1-2), pp.253-264
02/01/2015
DOI: 10.1007/s10107-014-0749-1
Abstract
This paper studies an extended trust region subproblem (eTRS) in which the trust region intersects the unit ball with linear inequality constraints. When , or and the linear constraints are parallel, it is known that the eTRS optimal value equals the optimal value of a particular convex relaxation, which is solvable in polynomial time. However, it is also known that, when and at least two of the linear constraints intersect within the ball, i.e., some feasible point of the eTRS satisfies both linear constraints at equality, then the same convex relaxation may admit a gap with eTRS. This paper shows that the convex relaxation has no gap for arbitrary as long as the linear constraints are non-intersecting.
Details
- Title: Subtitle
- The trust region subproblem with non-intersecting linear constraints
- Creators
- Samuel Burer - University of IowaBoshi Yang - University of Iowa
- Resource Type
- Journal article
- Publication Details
- Mathematical programming, Vol.149(1-2), pp.253-264
- Publisher
- Springer Nature
- DOI
- 10.1007/s10107-014-0749-1
- ISSN
- 0025-5610
- eISSN
- 1436-4646
- Number of pages
- 12
- Language
- English
- Date published
- 02/01/2015
- Academic Unit
- Business Analytics
- Record Identifier
- 9984380441902771
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