A semidefinite framework for trust region subproblems with applications to large scale minimization

@article{Rendl1997ASF,
  title={A semidefinite framework for trust region subproblems with applications to large scale minimization},
  author={Franz Rendl and Henry Wolkowicz},
  journal={Math. Program.},
  year={1997},
  volume={77},
  pages={273-299}
}
Primal-dual pairs of semidefinite programs provide a general framework for the theory and algorithms for the trust region subproblem (TRS), This latter problem consists in minimizing a general quadratic function subject to a convex quadratic constraint and, therefore, it is a generalization of the minimum eigenvalue problem. The importance of (TRS) is due to the fact that it provides the step in trust region minimization algorithms. The semidefinite framework is studied as an interesting… CONTINUE READING
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