TY - JOUR
T1 - A Dual Algorithm for Minimizing a Quadratic Function with Two Quadratic Constraints
AU - Yuan , Ya-Xiang
JO - Journal of Computational Mathematics
VL - 4
SP - 348
EP - 359
PY - 1991
DA - 1991/09
SN - 9
DO - http://doi.org/
UR - https://global-sci.org/intro/article_detail/jcm/9410.html
KW - 
AB - <p style="text-align: justify;">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.</p>