Optimality conditions for the minimization of a quadratic with two quadratic constraints
文献类型:期刊论文
| 作者 | Peng, JM; Yuan, YX |
| 刊名 | SIAM JOURNAL ON OPTIMIZATION
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| 出版日期 | 1997-08-01 |
| 卷号 | 7期号:3页码:579-594 |
| 关键词 | trust region method global minimizer constrained optimization subproblem quadratic constraint |
| ISSN号 | 1052-6234 |
| 英文摘要 | The trust region method has bean proven to be very successful in both unconstrained and constrained optimization. It requires the global minimum of a general quadratic function subject to ellipsoid constraints. In this paper, we generalize the trust region subproblem by allowing two general quadratic constraints. Conditions and properties of its solution are discussed. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000071020000001 |
| 出版者 | SIAM PUBLICATIONS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/13217] ![]() |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Peng, JM |
| 作者单位 | Chinese Acad Sci, Inst Computat Math & Sci Engn Comp, State Key Lab Sci & Engn Comp, Beijing 100080, Peoples R China |
| 推荐引用方式 GB/T 7714 | Peng, JM,Yuan, YX. Optimality conditions for the minimization of a quadratic with two quadratic constraints[J]. SIAM JOURNAL ON OPTIMIZATION,1997,7(3):579-594. |
| APA | Peng, JM,&Yuan, YX.(1997).Optimality conditions for the minimization of a quadratic with two quadratic constraints.SIAM JOURNAL ON OPTIMIZATION,7(3),579-594. |
| MLA | Peng, JM,et al."Optimality conditions for the minimization of a quadratic with two quadratic constraints".SIAM JOURNAL ON OPTIMIZATION 7.3(1997):579-594. |
入库方式: OAI收割
来源:数学与系统科学研究院
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