The Generalized Trust-Region Sub-Problem with Additional Linear Inequality Constraints—Two Convex Quadratic Relaxations and Strong Duality
In this paper, we study the problem of minimizing a general quadratic function subject to a quadratic inequality constraint with a fixed number of additional linear inequality constraints. Under a regularity condition, we first introduce two convex quadratic relaxations (CQRs), under two different c...
| Main Authors: | , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2020-08-01
|
| Series: | Symmetry |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2073-8994/12/8/1369 |