|
|||||
|
|
SOCP reformulation for the generalized trust region subproblem via a canonical form of two symmetric matrices |
|
| Authors: | Jiang Rujun Li Duan Wu Baiyi |
| Affiliation: | 1.Department of Systems Engineering and Engineering Management, The Chinese University of Hong Kong, Shatin, N.T., Hong Kong ;2.School of Finance, Guangdong University of Foreign Studies, Guangzhou, Guangdong, China ; |
| Abstract: | Mathematical Programming - We investigate in this paper the generalized trust region subproblem (GTRS) of minimizing a general quadratic objective function subject to a general quadratic inequality... |
| Keywords: | |
| 本文献已被 SpringerLink 等数据库收录！ | |
