| An algorithm for solving new trust region subproblem with conic model |
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| 摘 要： | The new trust region subproblem with the conic model was proposed in 2005, and was divided into three different cases. The first two cases can be converted into a quadratic model or a convex problem with quadratic constraints, while the third one is a nonconvex problem. In this paper, first we analyze the nonconvex problem, and reduce it to two convex problems. Then we discuss some dual properties of these problems and give an algorithm for solving them. At last, we present an algorithm for solving the new trust region subproblem with the conic model and report some numerical examples to illustrate the efficiency of the algorithm.
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| 收稿时间： | 31 August 2006 |
| 修稿时间： | 24 July 2007 |
An algorithm for solving new trust region subproblem with conic model |
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| Authors: | Wang JianYu and Ni Qin |
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| Abstract: | The new trust region subproblem with the conic model was proposed in 2005, and was divided into three different cases. The first two cases can be converted into a quadratic model or a convex problem with quadratic constraints, while the third one is a nonconvex problem. In this paper, first we analyze the nonconvex problem, and reduce it to two convex problems. Then we discuss some dual properties of these problems and give an algorithm for solving them. At last, we present an algorithm for solving the new trust region subproblem with the conic model and report some numerical examples to illustrate the efficiency of the algorithm. |
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| Keywords: | conic model trust-region subproblem nonconvex problem dual method |
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