Strong Duality for Generalized Trust Region Subproblem: S-Lemma with Interval Bounds

Abstract

With the help of the newly developed S-lemma with interval bounds, we show that strong duality holds for the interval bounded generalized trust region subproblem under some mild assumptions, which answers an open problem raised by Pong and Wolkowicz [Comput. Optim. Appl. 58(2), 273-322, 2014].

10 pages

References in corpus (2)

• S-Lemma with Equality and Its Applications
• A Revisit to Quadratic Programming with One Inequality Quadratic Constraint via Matrix Pencil

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