Sep 26, 2012

This subdirectory contains the following Matlab source codes and folders:

Ahandle, (n)Bhandle, Chandle, Dhandle - Matrix vector multiplication subroutine for gtrsalgo_ul

gtrsalgo_ul_indB                      - An implementation of the Rendl Wolkowicz algorithm for solving GTRS.
                                        It assumes the objective function in the constraint is convex.

Newton_gtrs_indB                      - An implementation of Newton method with Armijo line search for GTRS.
                                        It assumes the objective function in the constraint is convex.

run_pdAindB_new                       - runcodes

The above codes require eigifp, available from
http://www.ms.uky.edu/~qye/software.html

Implementation and numerical experience with the above codes are described in the paper: 
    Ting Kei Pong and Henry Wolkowicz
    "The Generalized Trust Region Subproblem",
    Submitted.
This code was last updated on Nov 9, 2012.

Questions/comments/suggestions about the codes are welcome.  

Ting Kei Pong, ptingkei@uwaterloo.ca
Henry Wolkowicz, hwolkowi@uwaterloo.ca