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math.OC2015
Local Nonglobal Minima for Solving Large Scale Extended Trust Region Subproblems
Maziar Salahi, Akram Taati, Henry Wolkowicz
We study large scale extended trust region subproblems (eTRS) i.e., the minimization of a general quadratic function subject to a norm constraint, known as the trust region subprob…
math.OC2015
A Fast Eigenvalue Approach for Solving the Trust Region Subproblem with an Additional Linear Inequality
Maziar Salahi, Akram Taati
In this paper, we study the extended trust region subproblem (eTRS) in which the trust region intersects the unit ball with a single linear inequality constraint. By reformulating…