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An Efficient Algorithm for the Extended Trust-Region Subproblem with Two Linear Constraints
Bulletin of the Iranian Mathematical Society ( IF 0.7 ) Pub Date : 2021-04-24 , DOI: 10.1007/s41980-021-00541-7
Saeid Ansary Karbasy , Maziar Salahi

In this paper, we study the extended trust-region subproblem with two linear inequality constraints (2-eTRS). Without any assumptions on the linear constraints, it is shown that its global optimal solution can be found by solving at most four trust-region subproblems. Finally, the efficiency of the proposed algorithm is compared with the branch and bound algorithm of Beck et al. (J Glob Optim 69(2):309–342, 2017) and CVX software on several classes of test problems.



中文翻译:

具有两个线性约束的扩展信任区域子问题的高效算法

在本文中,我们研究了具有两个线性不等式约束(2-eTRS)的扩展信任区域子问题。在没有任何线性约束假设的情况下,表明可以通过最多求解四个信任区域子问题来找到其全局最优解。最后,将该算法的效率与Beck等人的分支定界算法进行了比较。(J Glob Optim 69(2):309–342,2017年)和CVX软件解决了几类测试问题。

更新日期:2021-04-24
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