Strong duality for generalized trust region subproblem: S-lemma with interval bounds

Shu Wang; Yong Xia

doi:10.1007/s11590-014-0812-0

Strong duality for generalized trust region subproblem: S-lemma with interval bounds

Shu Wang
, Yong Xia^*

^*Corresponding author for this work

School of Mathematical Sciences

Beihang University

Research output: Contribution to journal › Article › peer-review

15 Scopus citations

Abstract

With the help of the newly developed S-lemma with interval bounds, we show that strong duality holds for the interval bounded generalized trust region subproblem (GTRS) under some mild assumptions, which answers an open problem raised by Pong and Wolkowicz (Comput Optim Appl 58(2), 273–322, 2014).

Original language	English
Pages (from-to)	1063-1073
Number of pages	11
Journal	Optimization Letters
Volume	9
Issue number	6
DOIs	https://doi.org/10.1007/s11590-014-0812-0
State	Published - 29 Aug 2015

Keywords

S-Lemma
Strong duality
Trust region subproblem

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10.1007/s11590-014-0812-0

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title = "Strong duality for generalized trust region subproblem: S-lemma with interval bounds",

abstract = "With the help of the newly developed S-lemma with interval bounds, we show that strong duality holds for the interval bounded generalized trust region subproblem (GTRS) under some mild assumptions, which answers an open problem raised by Pong and Wolkowicz (Comput Optim Appl 58(2), 273–322, 2014).",

keywords = "S-Lemma, Strong duality, Trust region subproblem",

author = "Shu Wang and Yong Xia",

note = "Publisher Copyright: {\textcopyright} 2014, Springer-Verlag Berlin Heidelberg.",

year = "2015",

month = aug,

day = "29",

doi = "10.1007/s11590-014-0812-0",

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T1 - Strong duality for generalized trust region subproblem

T2 - S-lemma with interval bounds

AU - Wang, Shu

AU - Xia, Yong

PY - 2015/8/29

Y1 - 2015/8/29

N2 - With the help of the newly developed S-lemma with interval bounds, we show that strong duality holds for the interval bounded generalized trust region subproblem (GTRS) under some mild assumptions, which answers an open problem raised by Pong and Wolkowicz (Comput Optim Appl 58(2), 273–322, 2014).

AB - With the help of the newly developed S-lemma with interval bounds, we show that strong duality holds for the interval bounded generalized trust region subproblem (GTRS) under some mild assumptions, which answers an open problem raised by Pong and Wolkowicz (Comput Optim Appl 58(2), 273–322, 2014).

KW - S-Lemma

KW - Strong duality

KW - Trust region subproblem

UR - https://www.scopus.com/pages/publications/84938292375

U2 - 10.1007/s11590-014-0812-0

DO - 10.1007/s11590-014-0812-0

M3 - 文章

AN - SCOPUS:84938292375

SN - 1862-4472

VL - 9

SP - 1063

EP - 1073

JO - Optimization Letters

JF - Optimization Letters

IS - 6

ER -

Strong duality for generalized trust region subproblem: S-lemma with interval bounds

Abstract

Keywords

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