Optimality Conditions for the Minimization of a Quadratic with Two Quadratic Constraints

Authors:
Ji-Ming Peng;Ya-xiang Yuan
Affiliations:
-;-
Venue:
SIAM Journal on Optimization
Year:
1997

Citing 0
Cited 6

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Global optimality conditions for quadratic 0-1 optimization problems

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Regularized Lagrangian duality for linearly constrained quadratic optimization and trust-region problems

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SIAM Journal on Optimization

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Abstract

The trust region method has been 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.