On SOCP/SDP formulation of the extended trust region subproblem

2018/07/20 by Saeed Fallahi, Fallahi, S., Maziar Salahi +3
Computer Science · #90C20 #90C26 #Cloud Computing and Resource Management #Cryptography and Data Security #FOS: Mathematics #Optimization and Control (math.OC) #Security in Wireless Sensor Networks

paper · pdf · doi:10.48550/arxiv.1807.07815

openalex publication_date 2018/07/20 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

In this paper, we consider the extended trust region subproblem (\eTRS) which is the minimization of an indefinite quadratic function subject to the intersection of unit ball with a single linear inequality constraint. Using a variation of S-Lemma, we derive the necessary and sufficient optimality conditions for \eTRS. Then an SOCP/SDP formulation is introduced for the problem. Finally, several illustrative examples are provided.

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