Solving the quadratic trust-region subproblem in a low-memory BFGS framework

DOI10.1080/10556780802413579zbMath1154.90544OpenAlexW2025900415MaRDI QIDQ3605193

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Publication date: 23 February 2009

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556780802413579

zbMATH Keywords

eigenvaluestrust regionlarge scale optimizationL-BFGS methodnearly exact methodnegative curvature direction

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Direct numerical methods for linear systems and matrix inversion (65F05)

Related Items (4)

On Efficiently Computing the Eigenvalues of Limited-Memory Quasi-Newton Matrices ⋮ An affine scaling derivative-free trust region method with interior backtracking technique for bounded-constrained nonlinear programming ⋮ A practical method for solving large-scale TRS ⋮ Algorithm 943

Uses Software

• L-BFGS
• LSTRS

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