Solving the Cubic Regularization Model by a Nested Restarting Lanczos Method
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Publication:5863879
DOI10.1137/21M1436324zbMath1489.90183OpenAlexW4281382771MaRDI QIDQ5863879
Xin Liang, Lei-Hong Zhang, Chungen Shen, Xiaojing Jia
Publication date: 3 June 2022
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/21m1436324
unconstrained optimizationglobal convergenceNewton's methodeigenvalue problemLanczos processcubic regularizationrestarting
Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Methods of quasi-Newton type (90C53)
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