Refined bounds on the convergence of block Lanczos method for extended trust-region subproblem

DOI10.1016/J.APNUM.2022.06.016zbMath1498.90147OpenAlexW4292507320MaRDI QIDQ2165873

Gang Wu, Bo Feng

Publication date: 23 August 2022

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apnum.2022.06.016

zbMATH Keywords

block Lanczos methodblock Krylov subspaceextended trust-region (ETR) subproblemorthogonal projection operator

Mathematics Subject Classification ID

Quadratic programming (90C20)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The generalized trust region subproblem
• Trust-region problems with linear inequality constraints: exact SDP relaxation, global optimality and robust optimization
• Local nonglobal minima for solving large-scale extended trust-region subproblems
• On solving trust-region and other regularised subproblems in optimization
• Handbook of global optimization. Vol. 2
• A fast eigenvalue approach for solving the trust region subproblem with an additional linear inequality
• An efficient trust region method for unconstrained discrete-time optimal control problems
• The trust region subproblem with non-intersecting linear constraints
• Matrix Algorithms
• Solving the Trust-Region Subproblem By a Generalized Eigenvalue Problem
• A Nested Lanczos Method for the Trust-Region Subproblem
• Strong Duality for the CDT Subproblem: A Necessary and Sufficient Condition
• A second-order algorithm for continuous-time nonlinear optimal control problems
• Trust Region Methods
• Globally Solving the Trust Region Subproblem Using Simple First-Order Methods
• A Block Lanczos Method for the Extended Trust-Region Subproblem
• Solving the Trust-Region Subproblem using the Lanczos Method
• First-Order Methods for Nonconvex Quadratic Minimization
• Error estimates for iterative algorithms for minimizing regularized quadratic subproblems
• Second-Order-Cone Constraints for Extended Trust-Region Subproblems
• A Second-Order Cone Based Approach for Solving the Trust-Region Subproblem and Its Variants
• Polynomial Solvability of Variants of the Trust-Region Subproblem
• On Cones of Nonnegative Quadratic Functions
• The Convergence of the Generalized Lanczos Trust-Region Method for the Trust-Region Subproblem

This page was built for publication: Refined bounds on the convergence of block Lanczos method for extended trust-region subproblem