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math.OC2018
On SOCP/SDP formulation of the extended trust region subproblem
S. Fallahi, M. Salahi, S. Ansary Karbasy
In this paper, we consider the extended trust region subproblem (\eTRS) which is the minimization of an indefinite quadratic function subject to the intersection of unit ball with…
math.OC2018
A hybrid algorithm for the two-trust-region subproblem
Saeid Ansary Karbasy, Maziar Salahi
Two-trust-region subproblem (TTRS), which is the minimization of a general quadratic function over the intersection of two full-dimensional ellipsoids, has been the subject of seve…