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Cites:

Information Journal Paper

Title

ALTERNATING DIRECTION METHOD OF MULTIPLIERS FOR THE EXTENDED TRUST REGION SUBPROBLEM

Pages

  107-117

Abstract

 The extended trust region subproblem has been the focus of several research recently. Under various assumptions, strong duality and certain SOCP/SDP relaxations have been proposed for several classes of it. Due to its importance, in this paper, without any assumption on the problem, we apply the widely used alternating direction method of multipliers (ADMM) to solve it. The convergence of ADMM iterations to the first order stationary conditions is established. On several classes of test problems, the quality of the solution obtained by the ADMM for medium scale problems is compared with the SOCP/SDP relaxation. Moreover, the applicability of the method for solving large scale problems is shown by solving several large instances.

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    • Cite

    APA: Copy

    TAATI, A.. (1396). روش جهت متناوب ضرایب برای زیر مساله ناحیه اطمینان توسیع یافته. مجله ایرانی آنالیز عددی و بهینه سازی, 7(1), 107-117. SID. https://sid.ir/paper/260859/en

    Vancouver: Copy

    TAATI A.. روش جهت متناوب ضرایب برای زیر مساله ناحیه اطمینان توسیع یافته. مجله ایرانی آنالیز عددی و بهینه سازی[Internet]. 1396;7(1):107-117. Available from: https://sid.ir/paper/260859/en

    IEEE: Copy

    A. TAATI, “روش جهت متناوب ضرایب برای زیر مساله ناحیه اطمینان توسیع یافته,” مجله ایرانی آنالیز عددی و بهینه سازی, vol. 7, no. 1, pp. 107–117, 1396, [Online]. Available: https://sid.ir/paper/260859/en

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