A DIAGONALIZATION BASED ALGORITHM FOR SOLVING THE GENERALIZED TRUST REGION SUBPROBLEM

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Taati Akram; Salahi Maziar

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Seminar Paper

Paper Information

Seminar: INTERNATIONAL CONFERENCE OF IRANIAN OPERATIONS RESEARCH SOCIETY
Year:2015 | Issue:8

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Title

A DIAGONALIZATION BASED ALGORITHM FOR SOLVING THE GENERALIZED TRUST REGION SUBPROBLEM

Author(s)

Taati Akram | Salahi Maziar | Issue Writer Certificate

Keywords

GENERALIZED TRUST REGION SUB PROBLEM

GLOBAL OPTIMIZATION

DIAGONALIZATION

Abstract

IN THIS PAPER, WE CONSIDER THE INTERVAL BOUNDED GENERALIZED TRUST REGION (GTRS) SUBPROBLEM WHICH IS THE PROBLEM OF MINIMIZING A GENERAL QUADRATIC FUNCTION SUBJECT TO AN UPPER AND LOWER BOUNDED GENERAL QUADRATIC CONSTRAINT. UNDER THE ASSUMPTION THAT TWO MATRICES FROM THE OBJECTIVE AND THE CONSTRAINT FUNCTIONS CAN BE SIMULTANEOUSLY DIAGONALIZABLE VIA CONGRUENCE, A DIAGONALIZATION BASED ALGORITHM IS INTRODUCED TO SOLVE IT BY SHOWING THAT GTRS IS INDEED EQUIVALENT TO A LINEARLY CONSTRAINED CONVEX UNIVARIATE PROBLEM. SOME NUMERICAL EXPERIMENTS AARE GIVEN TO SHOW THE EFFECTIVENESS OF THE PROPOSED METHOD AND TO COMPARE IT WITH THE EXTENDED RENDL-WOLKOWICZ ALGORITHM DUE TO PONG AND WOLKOWICZ.

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APA: Copy

Taati, Akram, & Salahi, Maziar. (2015). A DIAGONALIZATION BASED ALGORITHM FOR SOLVING THE GENERALIZED TRUST REGION SUBPROBLEM . INTERNATIONAL CONFERENCE OF IRANIAN OPERATIONS RESEARCH SOCIETY. SID. https://sid.ir/paper/920403/en

Vancouver: Copy

Taati Akram, Salahi Maziar. A DIAGONALIZATION BASED ALGORITHM FOR SOLVING THE GENERALIZED TRUST REGION SUBPROBLEM . 2015. Available from: https://sid.ir/paper/920403/en

IEEE: Copy

Akram Taati, and Maziar Salahi, “A DIAGONALIZATION BASED ALGORITHM FOR SOLVING THE GENERALIZED TRUST REGION SUBPROBLEM ,” presented at the INTERNATIONAL CONFERENCE OF IRANIAN OPERATIONS RESEARCH SOCIETY. 2015, [Online]. Available: https://sid.ir/paper/920403/en

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