AN EFFICIENT ALGORITHM FOR THE EXTENDED TRUST REGION SUBPROBLEM WITH TWO LINEAR CONSTRAINTS

Q: How can I download an article?

To download an article from SID, first log in to the site, search for the article title, and click on the 'Download Article' option.

Q: How can I download an ISI article?

To download an ISI article on SID, enter the keyword or article title in the search bar, view the relevant results, click on the desired article, and select the 'Download Article' option.

Q: How can I access the SID database?

To access the SID database, visit SID.ir, create an account, and log in to access scientific resources.

Q: Is downloading articles from SID free?

Some articles on SID are available for free, while others require payment. Details are specified on the article's page.

TAATI A.; SALAHI M.

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Journal Paper

Paper Information

Journal: Journal of Operational Research in its Applications Year:2016 | Volume:13 | Issue:2 (49) Page(s): 19-33

Download Full-Text

Persian Verion

View:

945

Download:

Cites:

Information Journal Paper

Title

AN EFFICIENT ALGORITHM FOR THE EXTENDED TRUST REGION SUBPROBLEM WITH TWO LINEAR CONSTRAINTS

Author(s)

TAATI A. | SALAHI M. | Issue Writer Certificate

Keywords

EXTEND TRUST REGION SUBPROBLEMQ2

GENERALIZED EIGENVALUE PROBLEMQ2

GLOBAL OPTIMIZATIONQ2

Abstract

Trust region subproblem (TRS), which is the problem of minimizing a quadratic function over a ball, plays a key role in solving unconstrained nonlinear optimization problems. Though TRS is not necessarily convex, there are efficient algorithms to solve it, particularly in large scale. Recently, extensions of TRS with extra linear constraints have received attention of several researchers. It has been shown that in the case where the linear constraints do not intersect within the ball, the optimal solution of the extended problem can be computed via solving a conic optimization problem. However, solving large-scale or even medium scale conic optimization problems are not practicable. In this paper, the extended trust region subproblem with two linear constraints without any assumptions on the constraints is considered. The latest algorithms for solving TRS and computing its local non-global minimizer that solve the problem via a GENERALIZED EIGENVALUE PROBLEM are used to solve the extended trust region subproblem. Finally, the efficiency of the proposed algorithm is evaluated on several randomly generated instances.

Cites

No record.

References

No record.

Cite

APA: Copy

TAATI, A., & SALAHI, M.. (2016). AN EFFICIENT ALGORITHM FOR THE EXTENDED TRUST REGION SUBPROBLEM WITH TWO LINEAR CONSTRAINTS. JOURNAL OF OPERATIONAL RESEARCH AND ITS APPLICATIONS (JOURNAL OF APPLIED MATHEMATICS), 13(2 (49)), 19-33. SID. https://sid.ir/paper/164712/en

Vancouver: Copy

TAATI A., SALAHI M.. AN EFFICIENT ALGORITHM FOR THE EXTENDED TRUST REGION SUBPROBLEM WITH TWO LINEAR CONSTRAINTS. JOURNAL OF OPERATIONAL RESEARCH AND ITS APPLICATIONS (JOURNAL OF APPLIED MATHEMATICS)[Internet]. 2016;13(2 (49)):19-33. Available from: https://sid.ir/paper/164712/en

IEEE: Copy

A. TAATI, and M. SALAHI, “AN EFFICIENT ALGORITHM FOR THE EXTENDED TRUST REGION SUBPROBLEM WITH TWO LINEAR CONSTRAINTS,” JOURNAL OF OPERATIONAL RESEARCH AND ITS APPLICATIONS (JOURNAL OF APPLIED MATHEMATICS), vol. 13, no. 2 (49), pp. 19–33, 2016, [Online]. Available: https://sid.ir/paper/164712/en

Related Journal Papers