中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
On globally solving the extended trust-region subproblems

文献类型:期刊论文

作者Dai, Jinyu
刊名OPERATIONS RESEARCH LETTERS
出版日期2020-07-01
卷号48期号:4页码:441-445
关键词SOC-SDP relaxation Branch and bound Eigenvalue decomposition Uniform distribution
ISSN号0167-6377
DOI10.1016/j.orl.2020.05.009
英文摘要With the help of the newly developed technique-second order cone (SOC) constraints to strengthen the SDP relaxation of the extended trust-region subproblem (eTRS), we modify two recent SDP relaxation based branch and bound algorithms for solving eTRS. Numerical experiments on some types of problems show that the new algorithms run faster for finding the global optimal solutions than the SDP relaxation based algorithms. (C) 2020 Elsevier B.V. All rights reserved.
WOS研究方向Operations Research & Management Science
语种英语
WOS记录号WOS:000551107100010
出版者ELSEVIER
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/51846]  
专题中国科学院数学与系统科学研究院
通讯作者Dai, Jinyu
作者单位Chinese Acad Sci, Acad Math & Syst Sci, State Key Lab Sci & Engn Comp, Inst Computat Math & Sci Engn Comp, Beijing 100190, Peoples R China
推荐引用方式
GB/T 7714
Dai, Jinyu. On globally solving the extended trust-region subproblems[J]. OPERATIONS RESEARCH LETTERS,2020,48(4):441-445.
APA Dai, Jinyu.(2020).On globally solving the extended trust-region subproblems.OPERATIONS RESEARCH LETTERS,48(4),441-445.
MLA Dai, Jinyu."On globally solving the extended trust-region subproblems".OPERATIONS RESEARCH LETTERS 48.4(2020):441-445.

入库方式: OAI收割

来源:数学与系统科学研究院

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