Year: 1991
Author: Ya-Xiang Yuan
Journal of Computational Mathematics, Vol. 9 (1991), Iss. 4 : pp. 348–359
Abstract
In this paper, we present a dual algorithm for minimizing a convex quadratic function with two quadratic constraints. Such a minimization problem is a subproblem that appears in some trust region algorithms for general nonlinear programming. Some theoretical properties of the dual problem are given. Global convergence of the algorithm is proved and a local superlinear convergence result is presented. Numerical examples are also provided.
You do not have full access to this article.
Already a Subscriber? Sign in as an individual or via your institution
Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/1991-JCM-9410
Journal of Computational Mathematics, Vol. 9 (1991), Iss. 4 : pp. 348–359
Published online: 1991-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 12