Alternating direction method of multipliers for the extended trust region subproblem
The extended trust region subproblem has been the focus of several research recently. Under various assumptions, strong duality and certain SOCP/SDP relaxations have been proposed for several classes of it. Due to its importance, in this paper, without any assumption on the problem, we apply the wid...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Ferdowsi University of Mashhad
2017-04-01
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| Series: | Iranian Journal of Numerical Analysis and Optimization |
| Subjects: | |
| Online Access: | https://ijnao.um.ac.ir/article_24531_4133f8eb686d855b923976b49be28ebb.pdf |