A Nested Lanczos Method for the Trust-Region Subproblem

DOI10.1137/17M1145914zbMath1402.90113OpenAlexW2810319121MaRDI QIDQ3174764

Chungen Shen, Lei-Hong Zhang

Publication date: 18 July 2018

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/17m1145914

zbMATH Keywords

Lanczos methodKrylov subspaceill-conditionedtrust-region subproblemrestartingnested GMRES

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Quadratic programming (90C20) Iterative numerical methods for linear systems (65F10)

Related Items (7)

Simultaneous iterative solutions for the trust-region and minimum eigenvalue subproblem ⋮ Refined bounds on the convergence of block Lanczos method for extended trust-region subproblem ⋮ A Block Lanczos Method for Large-Scale Quadratic Minimization Problems with Orthogonality Constraints ⋮ Error estimates for iterative algorithms for minimizing regularized quadratic subproblems ⋮ A Structure-Exploiting Nested Lanczos-Type Iteration for the Multiview Canonical Correlation Analysis ⋮ Solving the Cubic Regularization Model by a Nested Restarting Lanczos Method ⋮ Hölderian Error Bounds and Kurdyka-Łojasiewicz Inequality for the Trust Region Subproblem

Uses Software

• SparseMatrix
• LSTRS
• GQTPAR
• HSL-VF05

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Locally optimal and heavy ball GMRES methods
• Error bounds of Lanczos approach for trust-region subproblem
• On solving trust-region and other regularised subproblems in optimization
• A constrained eigenvalue problem
• Quadratically constrained least squares and quadratic problems
• A semidefinite framework for trust region subproblems with applications to large scale minimization
• Nested Krylov methods based on GCR
• A New Matrix-Free Algorithm for the Large-Scale Trust-Region Subproblem
• A Trust-Region Approach to the Regularization of Large-Scale Discrete Forms of Ill-Posed Problems
• Minimizing a Quadratic Over a Sphere
• Solving the Trust-Region Subproblem By a Generalized Eigenvalue Problem
• The university of Florida sparse matrix collection
• Variational Iterative Methods for Nonsymmetric Systems of Linear Equations
• Minimization of a Large-Scale Quadratic FunctionSubject to a Spherical Constraint
• Computing a Trust Region Step
• Algorithm 873
• The Conjugate Gradient Method and Trust Regions in Large Scale Optimization
• Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
• Computing Optimal Locally Constrained Steps
• Trust Region Methods
• The trust region subproblem and semidefinite programming*
• Graph Partitioning and Continuous Quadratic Programming
• Solving the Trust-Region Subproblem using the Lanczos Method
• GMRESR: a family of nested GMRES methods
• On the Generalized Lanczos Trust-Region Method
• A Lanczos Method for Large-Scale Extreme Lorentz Eigenvalue Problems

This page was built for publication: A Nested Lanczos Method for the Trust-Region Subproblem