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Closing the Gap between Necessary and Sufficient Conditions for Local Nonglobal Minimizer of Trust Region Subproblem
SIAM Journal on Optimization ( IF 3.1 ) Pub Date : 2020-07-30 , DOI: 10.1137/19m1294459
Jiulin Wang , Yong Xia

SIAM Journal on Optimization, Volume 30, Issue 3, Page 1980-1995, January 2020.
The trust region subproblem has at most one local nonglobal minimizer. In characterizing this local solution, there is a clear gap between necessary and sufficient conditions. In this paper, we surprisingly show that the sufficient second-order optimality condition remains necessary. As an application, we improve the state-of-the-art algorithm for computing a candidate of the local nonglobal minimizer and then show that finding the local nonglobal minimizer or proving the nonexistence can be done in polynomial time.


中文翻译:

缩小信任区域子问题的局部非全局最小化器的必要条件和充分条件之间的差距

SIAM优化杂志,第30卷,第3期,第1980-1995页,2020年1月
。信任区域子问题最多具有一个局部非全局最小化器。在表征这种局部解决方案时,在必要条件和充分条件之间存在明显的差距。在本文中,我们令人惊讶地表明,足够的二阶最优性条件仍然是必要的。作为一种应用,我们改进了用于计算局部非全局极小值的候选者的最新算法,然后证明了可以在多项式时间内完成找到局部非全局极小值或证明不存在性的方法。
更新日期:2020-07-30
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