The new trust region subproblem with the conic model was proposed in 2005, and was divided into three different cases. The first two cases can be converted into a quadratic model or a convex problem with quadratic con...The new trust region subproblem with the conic model was proposed in 2005, and was divided into three different cases. The first two cases can be converted into a quadratic model or a convex problem with quadratic constraints, while the third one is a nonconvex problem. In this paper, first we analyze the nonconvex problem, and reduce it to two convex problems. Then we discuss some dual properties of these problems and give an algorithm for solving them. At last, we present an algorithm for solving the new trust region subproblem with the conic model and report some numerical examples to illustrate the efficiency of the algorithm.展开更多
基金the National Natural Science Foundation of China (Grant No.10471062)the Natural Science Foundation of Jiangsu Province (Grant No. BK2006184)
文摘The new trust region subproblem with the conic model was proposed in 2005, and was divided into three different cases. The first two cases can be converted into a quadratic model or a convex problem with quadratic constraints, while the third one is a nonconvex problem. In this paper, first we analyze the nonconvex problem, and reduce it to two convex problems. Then we discuss some dual properties of these problems and give an algorithm for solving them. At last, we present an algorithm for solving the new trust region subproblem with the conic model and report some numerical examples to illustrate the efficiency of the algorithm.
