中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
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
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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