A New Matrix-Free Algorithm for the Large-Scale Trust-Region Subproblem

DOI10.1137/S105262349928887XzbMath0994.65067OpenAlexW2058885431MaRDI QIDQ2706346

Marielba Rojas, Danny C. Sorensen, Sandra Augusta Santos

Publication date: 19 March 2001

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s105262349928887x

zbMATH Keywords

algorithm convergence regularization eigenvalue problem Lanczos method eigenvectors trust region constrained quadratic optimization

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Ill-posedness and regularization problems in numerical linear algebra (65F22) Numerical mathematical programming methods (65K05) Quadratic programming (90C20)

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