On Indefinite Quadratic Optimization over the Intersection of Balls and Linear Constraints

In this paper, we study the minimization of an indefinite quadratic function over the intersection of balls and linear inequality constraints (QOBL). Using the hyperplanes induced by the intersection of each pair of balls, we show that the optimal solution of QOBL can be found by solving several extended trust-region subproblems (e-TRS). To solve e-TRS, we use the alternating direction method of multipliers approach and a branch and bound algorithm. Numerical experiments show the efficiency of the proposed approach compared to the CVX and the extended adaptive ellipsoid-based algorithm.

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Published in: Journal of Optimization Theory and Applications
License: https://creativecommons.org/licenses/by/4.0
See article on publisher's website: http://dx.doi.org/10.1007/s10957-022-02018-x