Generalizations of the trust region problem

The trust region problem requires the global minimum of a general quadratic function subject to an ellipsoidal constraint. The development of algorithms for the solution of this problem has found applications in nonlinear and combinatorial optimization. In this paper we generalize the trust region problem by allowing a general quadratic constraint. The main results are a characterization of the global minimizer of the generalized trust region problem, and the development of an algorithm that finds an approximate global minimizer in a finite number of iterations.

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