An efficient diagonalization scheme for the conic trust region subproblem

In this paper, we study the conic trust region subproblem which arises within a class of nonlinear programming algorithms. Here we use a new diagonalization technique to solve the extended trust region subproblem which is appeared in parametric approach and using Dinkelbach s idea.

Keywords:

Fractional optimization , Conic trust region subproblem , Global optimization , Generalized Newton method