Exact two steps SOCP/SDP formulation for a modified conic trust region subproblem.
Maziar SalahiPublished in: Optim. Lett. (2017)
Keyphrases
- trust region
- convex relaxation
- optimization methods
- semidefinite programming
- column generation
- linear programming
- global optimum
- integer programming
- interior point methods
- convex optimization
- newton method
- quadratic programming
- line search
- linear program
- hessian matrix
- primal dual
- log likelihood
- dynamic programming
- optimization method
- levenberg marquardt
- optimization problems
- optimization procedure
- artificial neural networks
- search algorithm
- mixed integer
- optimal solution
- feature space
- genetic algorithm
- simulated annealing
- feature selection