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A semidefinite framework for trust region subproblems with applications to large scale minimization / Rendl, Franz ; Wolkowicz, Henry
Primal-dual pairs of semidefinite programs provide a general framework for the theory and algorithms for the trust region subproblem (TRS). This latter problem consists in minimizing a general quadratic function subject to a convex quadratic constraint and, therefore, it is a generalization of the minimum eigenvalue problem. [...]
1997
Mathematical Programming, vol. 77 n. 2 (1997) p. 273-299

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