@Article{JCM-9-348, author = {Yuan , Ya-Xiang}, title = {A Dual Algorithm for Minimizing a Quadratic Function with Two Quadratic Constraints}, journal = {Journal of Computational Mathematics}, year = {1991}, volume = {9}, number = {4}, pages = {348--359}, abstract = {
In this paper, we present a dual algorithm for minimizing a convex quadratic function with two quadratic constraints. Such a minimization problem is a subproblem that appears in some trust region algorithms for general nonlinear programming. Some theoretical properties of the dual problem are given. Global convergence of the algorithm is proved and a local superlinear convergence result is presented. Numerical examples are also provided.
}, issn = {1991-7139}, doi = {https://doi.org/}, url = {http://global-sci.org/intro/article_detail/jcm/9410.html} }