Error bounds of Lanczos approach for trust-region subproblem

DOI10.1007/S11464-018-0687-YzbMath1392.90088OpenAlexW2790033792MaRDI QIDQ722456

Chungen Shen, Jiang Feng, Lei-Hong Zhang, Wei Hong Yang

Publication date: 23 July 2018

Published in: Frontiers of Mathematics in China (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11464-018-0687-y

zbMATH Keywords

Lanczos methoderror boundtrust-region methodSteihaug-Toint conjugate-gradient iterationtrust-region subproblem (TRS)

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Large-scale problems in mathematical programming (90C06) Quadratic programming (90C20) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35)

Related Items (5)

A Nested Lanczos Method for the Trust-Region Subproblem ⋮ On the Generalized Lanczos Trust-Region Method ⋮ A novel method of dynamic force identification and its application ⋮ 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

Uses Software

• LSTRS
• GQTPAR
• HSL-VF05

Cites Work

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• Trust Region Methods
• Graph Partitioning and Continuous Quadratic Programming
• Solving the Trust-Region Subproblem using the Lanczos Method
• On the Generalized Lanczos Trust-Region Method
• On Meinardus' examples for the conjugate gradient method

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