Matrix-free algorithm for the large-scale constrained trust-region subproblem

DOI10.1080/10556780500094754zbMath1095.90086OpenAlexW2064212282MaRDI QIDQ5478869

Anthony José Kearsley

Publication date: 13 July 2006

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

Full work available at URL: https://doi.org/10.1080/10556780500094754

zbMATH Keywords

Lanczos methodRegularizationTrust regionConstrained quadratic optimization

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Quadratic programming (90C20)

Related Items (1)

Solving trust-region subproblem augmented with linear inequality constraints

Uses Software

• eigs
• ARPACK
• LSTRS

Cites Work

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• Velocity inversion: A case study in infinite-dimensional optimization
• Quadratically constrained least squares and quadratic problems
• A New Matrix-Free Algorithm for the Large-Scale Trust-Region Subproblem
• Minimization of a Large-Scale Quadratic FunctionSubject to a Spherical Constraint
• Computing a Trust Region Step
• Algorithm 873
• The Conjugate Gradient Method and Trust Regions in Large Scale Optimization
• Computing Optimal Locally Constrained Steps
• Newton’s Method with a Model Trust Region Modification
• Implicit Application of Polynomial Filters in a k-Step Arnoldi Method
• Trust-Region Interior-Point SQP Algorithms for a Class of Nonlinear Programming Problems
• Surface energy and microstructure in coherent phase transitions
• ARPACK Users' Guide
• Trust Region Methods
• Solving the Trust-Region Subproblem using the Lanczos Method
• An interior-point trust-region-based method for large-scale non-negative regularization

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