The Generalized Trust-Region Sub-Problem with Additional Linear Inequality Constraints—Two Convex Quadratic Relaxations and Strong Duality
In this paper, we study the problem of minimizing a general quadratic function subject to a quadratic inequality constraint with a fixed number of additional linear inequality constraints. Under a regularity condition, we first introduce two convex quadratic relaxations (CQRs), under two different c...
Main Authors: | , , , |
---|---|
Format: | Article |
Language: | English |
Published: |
MDPI AG
2020-08-01
|
Series: | Symmetry |
Subjects: | |
Online Access: | https://www.mdpi.com/2073-8994/12/8/1369 |