On convergence of the generalized Lanczos trust-region method for trust-region subproblems

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Nonconvex programming, global optimization (90C26) Quadratic programming (90C20) Iterative numerical methods for linear systems (65F10)

Cites Work

Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Adaptive cubic regularisation methods for unconstrained optimization. I: Motivation, convergence and numerical results
On solving trust-region and other regularised subproblems in optimization
On Lagrange multipliers of trust-region subproblems
A constrained eigenvalue problem
Quadratically constrained least squares and quadratic problems
A semidefinite framework for trust region subproblems with applications to large scale minimization
On monotonic estimates of the norm of the minimizers of regularized quadratic functions in Krylov spaces
Cubic regularization of Newton method and its global performance
On the use of iterative methods in cubic regularization for unconstrained optimization
A new matrix-free algorithm for the large-scale trust-region subproblem
Minimizing a quadratic over a sphere
Solving the Trust-Region Subproblem By a Generalized Eigenvalue Problem
Minimization of a Large-Scale Quadratic FunctionSubject to a Spherical Constraint
A Nested Lanczos Method for the Trust-Region Subproblem
Computing a Trust Region Step
Algorithm 873
Iterative Methods for Finding a Trust-region Step
The Conjugate Gradient Method and Trust Regions in Large Scale Optimization
Newton’s Method with a Model Trust Region Modification
A D.C. Optimization Algorithm for Solving the Trust-Region Subproblem
Trust Region Methods
Graph Partitioning and Continuous Quadratic Programming
Solving the Trust-Region Subproblem using the Lanczos Method
The Convergence of Generalized Lanczos Methods for Large Unsymmetric Eigenproblems
First-Order Methods for Nonconvex Quadratic Minimization
Solving Large-Scale Cubic Regularization by a Generalized Eigenvalue Problem
Error estimates for iterative algorithms for minimizing regularized quadratic subproblems
On the Generalized Lanczos Trust-Region Method
The Convergence of the Generalized Lanczos Trust-Region Method for the Trust-Region Subproblem
Solving the Cubic Regularization Model by a Nested Restarting Lanczos Method

This page was built for publication: On convergence of the generalized Lanczos trust-region method for trust-region subproblems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6667676)