Gauss quadrature applied to trust region computations (Q1413746)
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scientific article; zbMATH DE number 2005329
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gauss quadrature applied to trust region computations |
scientific article; zbMATH DE number 2005329 |
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Gauss quadrature applied to trust region computations (English)
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17 November 2003
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The authors consider the problem of determining a local minimizer of a twice continuously differentiable and bounded below function \(f\). The application of the Lanczos process to the solution of large scale trust-region subproblems is discussed. Techniques based on Gauss quadrature are applied to derive inexpensively computable upper and lower bounds for quantities of interest. Numerical tests are given.
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large scale problem
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quasi-Newton method
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Lanczos process
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trust-region method
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numerical examples
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local minimizer
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upper and lower bounds
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0.8963352
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0.89455986
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0.89047456
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0.88952076
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0.88933355
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