Simultaneous iterative solutions for the trust-region and minimum eigenvalue subproblem

DOI10.1080/10556788.2020.1827254zbMath1501.90070OpenAlexW3090925531MaRDI QIDQ5038438

No author found.

Publication date: 30 September 2022

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

Full work available at URL: https://doi.org/10.1080/10556788.2020.1827254

zbMATH Keywords

conjugate gradient methodnonlinear programmingtrust-region methodsnonconvex large-scale problems

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Derivative-free methods and methods using generalized derivatives (90C56) Numerical methods based on nonlinear programming (49M37)

Uses Software

• CUTEr
• TRLan
• SifDec
• SparseMatrix
• GQTPAR
• CUTE

Cites Work

• Unnamed Item
• More test examples for nonlinear programming codes
• Test examples for nonlinear programming codes
• Handbook of test problems in local and global optimization
• An implicit restarted Lanczos method for large symmetric eigenvalue problems
• Thick-Restart Lanczos Method for Large Symmetric Eigenvalue Problems
• A New Matrix-Free Algorithm for the Large-Scale Trust-Region Subproblem
• Minimizing a Quadratic Over a Sphere
• The university of Florida sparse matrix collection
• Deflated and Restarted Symmetric Lanczos Methods for Eigenvalues and Linear Equations with Multiple Right-Hand Sides
• Computing and Deflating Eigenvalues While Solving Multiple Right-Hand Side Linear Systems with an Application to Quantum Chromodynamics
• A Nested Lanczos Method for the Trust-Region Subproblem
• Computing a Trust Region Step
• Iterative Methods for Finding a Trust-region Step
• The Conjugate Gradient Method and Trust Regions in Large Scale Optimization
• The Lanczos Algorithm with Selective Orthogonalization
• Numerical Optimization
• CUTE
• Deflated and Augmented Krylov Subspace Techniques
• Trust Region Methods
• An Augmented Conjugate Gradient Method for Solving Consecutive Symmetric Positive Definite Linear Systems
• A Deflated Version of the Conjugate Gradient Algorithm
• A matrix-free line-search algorithm for nonconvex optimization
• Global convergence of SSM for minimizing a quadratic over a sphere
• Solving the Trust-Region Subproblem using the Lanczos Method
• Deflation Techniques for an Implicitly Restarted Arnoldi Iteration
• CUTEr and SifDec

This page was built for publication: Simultaneous iterative solutions for the trust-region and minimum eigenvalue subproblem