On Indefinite Quadratic Optimization over the Intersection of Balls and Linear Constraints
نویسندگان
چکیده
Abstract In this paper, we study the minimization of an indefinite quadratic function over intersection balls and linear inequality constraints (QOBL). Using hyperplanes induced by each pair balls, show that optimal solution QOBL can be found solving several extended trust-region subproblems (e-TRS). To solve e-TRS, use alternating direction method multipliers approach a branch bound algorithm. Numerical experiments efficiency proposed compared to CVX adaptive ellipsoid-based
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ژورنال
عنوان ژورنال: Journal of Optimization Theory and Applications
سال: 2022
ISSN: ['0022-3239', '1573-2878']
DOI: https://doi.org/10.1007/s10957-022-02018-x