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Polynomial solvability of variants of the trust-region subproblem

Daniel Bienstock (dano***at***columbia.edu)
Alexander Michalka (admichalka***at***gmail.com)

Abstract: The trust region subproblem concerns the minimization of a general quadratic over the unit ball in R^n. Extensions to this problem are of interest because of applications to, for example, combinatorial optimization. However the extension obtained by adding an arbitrary family of linear side constraints is NP-hard. In this paper we consider variants of the problem that can be solved in polynomial time.

Keywords: MINLP, nonconvex optimization, trust-region

Category 1: Linear, Cone and Semidefinite Programming

Category 2: Nonlinear Optimization (Quadratic Programming )

Citation: unpublished

Download: [PDF]

Entry Submitted: 07/08/2013
Entry Accepted: 07/09/2013
Entry Last Modified: 02/06/2015

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