Optimality conditions for the minimization of a quadratic with two quadratic constraints

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	Optimality conditions for the minimization of a quadratic with two quadratic constraints
	Peng, JM; Yuan, YX
	1997-08-01
发表期刊	SIAM JOURNAL ON OPTIMIZATION
ISSN	1052-6234
卷号	7 期号:3 页码:579-594
摘要	The trust region method has bean proven to be very successful in both unconstrained and constrained optimization. It requires the global minimum of a general quadratic function subject to ellipsoid constraints. In this paper, we generalize the trust region subproblem by allowing two general quadratic constraints. Conditions and properties of its solution are discussed.
关键词	trust region method global minimizer constrained optimization subproblem quadratic constraint
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied
WOS记录号	WOS:000071020000001
出版者	SIAM PUBLICATIONS
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/13218
专题	中国科学院数学与系统科学研究院
通讯作者	Peng, JM
作者单位	Chinese Acad Sci, Inst Computat Math & Sci Engn Comp, State Key Lab Sci & Engn Comp, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Peng, JM,Yuan, YX. Optimality conditions for the minimization of a quadratic with two quadratic constraints[J]. SIAM JOURNAL ON OPTIMIZATION,1997,7(3):579-594.
APA	Peng, JM,&Yuan, YX.(1997).Optimality conditions for the minimization of a quadratic with two quadratic constraints.SIAM JOURNAL ON OPTIMIZATION,7(3),579-594.
MLA	Peng, JM,et al."Optimality conditions for the minimization of a quadratic with two quadratic constraints".SIAM JOURNAL ON OPTIMIZATION 7.3(1997):579-594.