Globally solving extended trust region subproblems with two intersecting cuts
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DOI: 10.1007/s11590-019-01484-z
Abstract: In this paper, we propose an algorithm to globally solve the extended trust-region subproblem with two linear intersecting cuts. Based on the tightness of the linear cuts at optimal solution, we can resolve the original… read more here.
Keywords: intersecting cuts; extended trust; globally solving; trust ... See more keywords