Global convergence of SSM for minimizing a quadratic over a sphere

DOI10.1090/S0025-5718-04-01731-4zbMath1059.90112OpenAlexW1978618727MaRDI QIDQ4671844

William W. Hager, Soonchul Park

Publication date: 27 April 2005

Published in: Mathematics of Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0025-5718-04-01731-4

Mathematics Subject Classification ID

Quadratic programming (90C20) Iterative numerical methods for linear systems (65F10) Complexity and performance of numerical algorithms (65Y20)

Related Items (10)

Simultaneous iterative solutions for the trust-region and minimum eigenvalue subproblem ⋮ On the spherical quasi-convexity of quadratic functions on spherically subdual convex sets ⋮ On the spherical quasi-convexity of quadratic functions ⋮ An augmented Lagrangian trust region method for equality constrained optimization ⋮ Performance enhancement of Gauss-Newton trust-region solver for distributed Gauss-Newton optimization method ⋮ Local nonglobal minima for solving large-scale extended trust-region subproblems ⋮ On solving L-SR1 trust-region subproblems ⋮ Updating the regularization parameter in the adaptive cubic regularization algorithm ⋮ Trust-region and other regularisations of linear least-squares problems ⋮ An efficient PGM-based algorithm with backtracking strategy for solving quadratic optimization problems with spherical constraint

Uses Software

• GQTPAR
• HSL-VF05

Cites Work

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• A trust region algorithm for equality constrained optimization
• Quadratically constrained least squares and quadratic problems
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• Multiset graph partitioning
• Minimizing a Quadratic Over a Sphere
• Minimization of a Large-Scale Quadratic FunctionSubject to a Spherical Constraint
• Computing a Trust Region Step
• A Trust Region Algorithm for Nonlinearly Constrained Optimization
• Newton’s Method with a Model Trust Region Modification
• Iterative Methods for Nearly Singular Linear Systems
• Graph Partitioning and Continuous Quadratic Programming
• Solving the Trust-Region Subproblem using the Lanczos Method
• A Global Convergence Theory for the Celis–Dennis–Tapia Trust-Region Algorithm for Constrained Optimization

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