Issues on a 2–Dimensional Quadratic Sub–Problem and Its Applications in Nonlinear Programming: Trust–Region Methods (TRMs) and Linesearch Based Methods (LBMs)
This paper analyses the solution of a specific quadratic sub-problem, along with its possible applications, within both constrained and unconstrained Nonlinear Programming frameworks. We give evidence that this sub–problem may appear in a number of Linesearch Based Methods (LBM) schemes, and to some...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2024-12-01
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| Series: | Algorithms |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1999-4893/17/12/563 |
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| Summary: | This paper analyses the solution of a specific quadratic sub-problem, along with its possible applications, within both constrained and unconstrained Nonlinear Programming frameworks. We give evidence that this sub–problem may appear in a number of Linesearch Based Methods (LBM) schemes, and to some extent it reveals a close analogy with the solution of trust–region sub–problems. Namely, we refer to a two-dimensional structured quadratic problem, where five linear inequality constraints are included. Finally, we detail how to compute an exact global solution of our two-dimensional quadratic sub-problem, exploiting first order Karush-Khun-Tucker (KKT) conditions. |
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| ISSN: | 1999-4893 |