Indefinite Trust Region Subproblems And Nonsymmetric Eigenvalue Perturbations (1995)
by
Ronald J. Stern
,
Henry Wolkowicz
| Citations: | 49 - 17 self |
BibTeX
@MISC{Stern95indefinitetrust,
author = {Ronald J. Stern and Henry Wolkowicz},
title = {Indefinite Trust Region Subproblems And Nonsymmetric Eigenvalue Perturbations},
year = {1995}
}
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Abstract
This paper extends the theory of trust region subproblems in two ways: (i) it allows indefinite inner products in the quadratic constraint and (ii) it uses a two sided (upper and lower bound) quadratic constraint. Characterizations of optimality are presented, which have no gap between necessity and sufficiency. Conditions for the existence of solutions are given in terms of the definiteness of a matrix pencil. A simple dual program is intro...
