Sep 26, 2012

This subdirectory contains the following Matlab source codes and folders:

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

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

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

run_indA_new, run_pdA2_new         - runcodes

The runcode requires in addition the galahad_gltr.m from the Galahad package, available from
http://www.galahad.rl.ac.uk/

The above codes also 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 13, 2012.

Questions/comments/suggestions about the codes are welcome.  

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