Question: A version of the so-called (convex) trust-region problem amounts to finding the minimum of a convex quadratic function over an Euclidean ball, that is where
A version of the so-called (convex) trust-region problem amounts to finding the minimum of a convex quadratic function over an Euclidean ball, that is

where
is the given radius of the ball. Prove that the optimal solution to this problem is unique and it is given by
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where
or otherwise l is the unique value such that ![]()
min xHx+cx+d x xTx r, s.t.:
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The question describes a trustregion problem which is a type of constrained optimization problem The objective is to minimize a convex quadratic funct... View full answer
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