Hidden Convexity of Trust-region Sub-problem in a New Conic Model
Jianyu Wang · Nanjing Xiaozhuang Xueyuan xuebao · 2009
The trust-region sub-problem in the conic model with a new feasible set was proposed in 2005.It was divided into three different cases.The first two cases can be converted into quadratic model or convex programming problem with quadratic constraint,but the third one is a nonconvex programming problem.In this paper the third one is discussed in detail,and the hidden convexity in it is disclosed,with it converted into two convex programming problems.