@Article{JCM-9-4,
author = {Yuan, Ya-Xiang},
title = {A Dual Algorithm for Minimizing a Quadratic Function with Two Quadratic Constraints},
journal = {Journal of Computational Mathematics},
year = {1991},
volume = {9},
number = {4},
pages = {348--359},
abstract = {<p style="text-align: justify;">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.</p>},
issn = {1991-7139},
doi = {https://doi.org/1991-JCM-9410},
url = {https://global-sci.com/article/86022/a-dual-algorithm-for-minimizing-a-quadratic-function-with-two-quadratic-constraints}
}