Generalizations of the trust region problem*
作者:
JORGE J. MORE,
期刊:
Optimization Methods and Software
(Taylor Available online 1993)
卷期:
Volume 2,
issue 3-4
页码: 189-209
ISSN:1055-6788
年代: 1993
DOI:10.1080/10556789308805542
出版商: Gordon and Breach Science Publishers
关键词: trust region;global minimizer;ellipsoidal constraint
数据来源: Taylor
摘要:
The trust region problem requires the global minimum of a general quadratic function subject to an ellipsoidal constraint. The development of algorithms for the solution of this problem has found applications in nonlinear and combinatorial optimization. In this paper we generalize the trust region problem by allowing a general quadratic constraint. The main results are a characterization of the global minimizer of the generalized trust region problem, and the development of an algorithm that finds an approximate global minimizer in a finite number of iterations.
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