On globally solving the extended trust-region subproblems

摘要

With the help of the newly developed technique-second order cone (SOC) constraints to strengthen the SDP relaxation of the extended trust-region subproblem (eTRS), we modify two recent SDP relaxation based branch and bound algorithms for solving eTRS. Numerical experiments on some types of problems show that the new algorithms run faster for finding the global optimal solutions than the SDP relaxation based algorithms. (C) 2020 Elsevier B.V. All rights reserved.