A fast eigenvalue approach for solving the trust region subproblem with an additional linear inequality

DOI10.1007/s40314-016-0347-3zbMath1393.90097arXiv1510.08175OpenAlexW2962715758MaRDI QIDQ1655381

Akram Taati, Maziar Salahi

Publication date: 9 August 2018

Published in: Computational and Applied Mathematics, International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1510.08175

zbMATH Keywords

eigenvalue problemrelaxationgradient methodsinterior-point methodslinear inequalitiesgeneralized Newton methodextended trust region subproblemLagrangian dualleast-squares problems

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Semidefinite programming (90C22) Convex programming (90C25) Nonconvex programming, global optimization (90C26) Newton-type methods (49M15) Interior-point methods (90C51)

Related Items (7)

An efficient algorithm for the extended trust-region subproblem with two linear constraints ⋮ Refined bounds on the convergence of block Lanczos method for extended trust-region subproblem ⋮ On indefinite quadratic optimization over the intersection of balls and linear constraints ⋮ A Second-Order Cone Based Approach for Solving the Trust-Region Subproblem and Its Variants ⋮ On Local Non-Global Minimizers of Quadratic Optimization Problem with a Single Quadratic Constraint ⋮ Local nonglobal minima for solving large-scale extended trust-region subproblems ⋮ Quadratic optimization with two ball constraints

Uses Software

• HSL-VF05

Cites Work

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