On monotonic estimates of the norm of the minimizers of regularized quadratic functions in Krylov spaces

DOI10.1007/s10543-019-00791-2zbMath1448.90069OpenAlexW2995020190WikidataQ126566323 ScholiaQ126566323MaRDI QIDQ2192591

Marius Lange, Nicholas I. M. Gould, Coralia Cartis

Publication date: 17 August 2020

Published in: BIT (Search for Journal in Brave)

Full work available at URL: http://purl.org/net/epubs/manifestation/42016441/RAL-TR-2019-005.pdf

zbMATH Keywords

Krylov subspacessolution estimatesregularized quadratic functions

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Quadratic programming (90C20) Programming in abstract spaces (90C48)

Related Items

Error estimates for iterative algorithms for minimizing regularized quadratic subproblems

Uses Software

• GQTPAR

Cites Work

• Adaptive cubic regularisation methods for unconstrained optimization. I: Motivation, convergence and numerical results
• On solving trust-region and other regularised subproblems in optimization
• On Lagrange multipliers of trust-region subproblems
• On the use of iterative methods in cubic regularization for unconstrained optimization
• Computing a Trust Region Step
• The Conjugate Gradient Method and Trust Regions in Large Scale Optimization
• Error estimates for iterative algorithms for minimizing regularized quadratic subproblems
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