A Block Lanczos Method for the Extended Trust-Region Subproblem

DOI10.1137/17M1156617zbMath1412.90102OpenAlexW2915498637WikidataQ128386449 ScholiaQ128386449MaRDI QIDQ4629333

Wei Hong Yang, Liqiang Song

Publication date: 22 March 2019

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/17m1156617

zbMATH Keywords

alternating direction method of multipliersKrylov subspaceblock Lanczos methodactive-set methodextended trust-region subproblem

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Quadratic programming (90C20)

Related Items (1)

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

Uses Software

• TOMLAB
• SparseMatrix
• HSL-VF05

Cites Work

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