Strong duality for generalized trust region subproblem: S-lemma with interval bounds
Strong duality for generalized trust region subproblem: S-lemma with interval bounds
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DOI：
10.1007/s11590-014-0812-0
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发表时间：
2014-07
影响因子：
1.6
通讯作者：
Shu Wang;Yong Xia
中科院分区：
文献类型：
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作者：
Shu Wang;Yong Xia
借助于新发展的区间界S-引理，我们证明了在一些温和的假设下区间界广义信赖域子问题（GTRS）的强对偶性成立，这回答了Pong和Wolkowicz提出的一个公开问题（Comput Optim Appl 58（2），273-322，2014）.
With the help of the newly developed S-lemma with interval bounds, we show that strong duality holds for the interval bounded generalized trust region subproblem (GTRS) under some mild assumptions, which answers an open problem raised by Pong and Wolkowicz (Comput Optim Appl 58(2), 273–322, 2014).