On globally solving the extended trust-region subproblems

doi:10.1016/j.orl.2020.05.009

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	On globally solving the extended trust-region subproblems
	Dai, Jinyu
	2020-07-01
发表期刊	OPERATIONS RESEARCH LETTERS
ISSN	0167-6377
卷号	48 期号:4 页码:441-445
摘要	With the help of the newly developed technique-second order cone (SOC) constraints to strengthen the SDP relaxation of the extended trust-region subproblem (eTRS), we modify two recent SDP relaxation based branch and bound algorithms for solving eTRS. Numerical experiments on some types of problems show that the new algorithms run faster for finding the global optimal solutions than the SDP relaxation based algorithms. (C) 2020 Elsevier B.V. All rights reserved.
关键词	SOC-SDP relaxation Branch and bound Eigenvalue decomposition Uniform distribution
DOI	10.1016/j.orl.2020.05.009
收录类别	SCI
语种	英语
WOS研究方向	Operations Research & Management Science
WOS类目	Operations Research & Management Science
WOS记录号	WOS:000551107100010
出版者	ELSEVIER
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/51847
专题	中国科学院数学与系统科学研究院
通讯作者	Dai, Jinyu
作者单位	Chinese Acad Sci, Acad Math & Syst Sci, State Key Lab Sci & Engn Comp, Inst Computat Math & Sci Engn Comp, Beijing 100190, Peoples R China
推荐引用方式 GB/T 7714	Dai, Jinyu. On globally solving the extended trust-region subproblems[J]. OPERATIONS RESEARCH LETTERS,2020,48(4):441-445.
APA	Dai, Jinyu.(2020).On globally solving the extended trust-region subproblems.OPERATIONS RESEARCH LETTERS,48(4),441-445.
MLA	Dai, Jinyu."On globally solving the extended trust-region subproblems".OPERATIONS RESEARCH LETTERS 48.4(2020):441-445.