The Convergence of the Generalized Lanczos Trust-Region Method for the Trust-Region Subproblem

DOI10.1137/19M1279691zbMath1462.90083arXiv1908.02094OpenAlexW3137421758MaRDI QIDQ5857292

Fa Wang, Zhongxiao Jia

Publication date: 31 March 2021

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

Full work available at URL: https://arxiv.org/abs/1908.02094

zbMATH Keywords

eigenvalue problemChebyshev polynomiala priori boundtrust-region subproblemsymmetric Lanczos processhard caseeasy caseGLTR method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Quadratic programming (90C20) Iterative numerical methods for linear systems (65F10)

Related Items (3)

Refined bounds on the convergence of block Lanczos method for extended trust-region subproblem ⋮ Worst-Case Complexity of TRACE with Inexact Subproblem Solutions for Nonconvex Smooth Optimization ⋮ A Block Lanczos Method for Large-Scale Quadratic Minimization Problems with Orthogonality Constraints

Uses Software

• GALAHAD
• LSTRS
• GQTPAR
• mftoolbox
• HSL-VF05

Cites Work

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• Functions of Matrices
• GALAHAD, a library of thread-safe Fortran 90 packages for large-scale nonlinear optimization
• The Lanczos and Conjugate Gradient Algorithms

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