A simple alternating direction method for the conic trust region subproblem
type: Item
instance of: scholarly article
title: A simple alternating direction method for the conic trust region subproblem
zbMATH Open document ID: 1427.90296
DOI: 10.1155/2018/5358191
author: Honglan Zhu
author: Qin Ni
published in: Mathematical Problems in Engineering
publication date: 2019-02-08T00:00:00Z
review text: Summary: A simple alternating direction method is used to solve the conic trust region subproblem of unconstrained optimization. By use of the new method, the subproblem is solved by two steps in a descent direction and its orthogonal direction, the original conic trust domain subproblem into a one-dimensional subproblem and a low-dimensional quadratic model subproblem, both of which are very easy to solve. Then the global convergence of the method under some reasonable conditions is established. Numerical experiment shows that the new method seems simple and effective.
Mathematics Subject Classification ID: 90C55
Mathematics Subject Classification ID: 90C26
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 65K05
zbMATH DE Number: 7019125
describes a project that uses: Algorithm 611
describes a project that uses: minpack
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2018/5358191
OpenAlex ID: W2904251585
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Wikidata QID: Q128722853
description: scientific article; zbMATH DE number 7019125