On Lagrange multipliers of trust-region subproblems

DOI10.1007/s10543-008-0197-5zbMath1163.90027OpenAlexW2101734906MaRDI QIDQ1014888

Ctirad Matonoha, Ladislav Lukšan, Jan Vlček

Publication date: 29 April 2009

Published in: BIT (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10338.dmlcz/702866

zbMATH Keywords

Lagrange multiplierstrust region subproblemKrylov spaces

Mathematics Subject Classification ID

Nonlinear programming (90C30) Numerical methods involving duality (49M29)

Related Items (6)

On monotonic estimates of the norm of the minimizers of regularized quadratic functions in Krylov spaces ⋮ On the Generalized Lanczos Trust-Region Method ⋮ A limited-memory optimization method using the infinitely many times repeated BNS update and conjugate directions ⋮ Error bounds of Lanczos approach for trust-region subproblem ⋮ Error estimates for iterative algorithms for minimizing regularized quadratic subproblems ⋮ The Convergence of the Generalized Lanczos Trust-Region Method for the Trust-Region Subproblem

Uses Software

• GQTPAR
• HSL-VF05

Cites Work

• Computing a Trust Region Step
• The Conjugate Gradient Method and Trust Regions in Large Scale Optimization
• Solving the Trust-Region Subproblem using the Lanczos Method
• Unnamed Item

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