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On globally solving the extended trust-region subproblems
Dai, Jinyu
2020-07-01
Source PublicationOPERATIONS RESEARCH LETTERS
ISSN0167-6377
Volume48Issue:4Pages:441-445
AbstractWith 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.
KeywordSOC-SDP relaxation Branch and bound Eigenvalue decomposition Uniform distribution
DOI10.1016/j.orl.2020.05.009
Indexed BySCI
Language英语
WOS Research AreaOperations Research & Management Science
WOS SubjectOperations Research & Management Science
WOS IDWOS:000551107100010
PublisherELSEVIER
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Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/51847
Collection中国科学院数学与系统科学研究院
Corresponding AuthorDai, Jinyu
AffiliationChinese Acad Sci, Acad Math & Syst Sci, State Key Lab Sci & Engn Comp, Inst Computat Math & Sci Engn Comp, Beijing 100190, Peoples R China
Recommended Citation
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.
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