$$\rho$$ ρ -regularization subproblems: strong duality and an eigensolver-based algorithm
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DOI: 10.1007/s10589-021-00341-z
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- Ting Pong & Henry Wolkowicz, 2014. "The generalized trust region subproblem," Computational Optimization and Applications, Springer, vol. 58(2), pages 273-322, June.
- NESTEROV, Yurii & POLYAK, B.T., 2006. "Cubic regularization of Newton method and its global performance," LIDAM Reprints CORE 1927, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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