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^*

^*此作品的通讯作者

数学科学学院

Beihang University

科研成果: 期刊稿件 › 文章 › 同行评审

15 引用（Scopus）

摘要

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).

源语言	英语
页（从-至）	1063-1073
页数	11
期刊	Optimization Letters
卷	9
期	6
DOI	https://doi.org/10.1007/s11590-014-0812-0
出版状态	已出版 - 29 8月 2015

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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",

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year = "2015",

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day = "29",

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

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TY - JOUR

T1 - Strong duality for generalized trust region subproblem

T2 - S-lemma with interval bounds

AU - Wang, Shu

AU - Xia, Yong

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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

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