SOCP reformulation for the generalized trust region subproblem via a canonical form of two symmetric matrices.

Rujun Jiang Duan Li Baiyi Wu

Published in: Math. Program. (2018)

Keyphrases

canonical form
trust region
symmetric matrix
column generation
optimization methods
integer programming
linear programming
log likelihood
rewrite rules
dynamic programming
convex optimization
np hard
knn
tree structures