A Subspace Minimization Method for the Trust-Region Step
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conjugate-gradient methodsKrylov methodslarge-scale unconstrained optimizationpreconditioningtrust-region methods
Numerical methods based on nonlinear programming (49M37) Iterative numerical methods for linear systems (65F10) Numerical mathematical programming methods (65K05) Numerical optimization and variational techniques (65K10) Large-scale problems in mathematical programming (90C06) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30)
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Cited in
(32)- A new subspace minimization conjugate gradient method based on modified secant equation for unconstrained optimization
- A trust-region method for unconstrained multiobjective problems with applications in satisficing processes
- QPLIB: a library of quadratic programming instances
- The convergence of subspace trust region methods
- A new subspace minimization conjugate gradient method with nonmonotone line search for unconstrained optimization
- Two globally convergent nonmonotone trust-region methods for unconstrained optimization
- A limited-memory Riemannian symmetric rank-one trust-region method with a restart strategy
- Solving the trust-region subproblem by a generalized eigenvalue problem
- A linear-time algorithm for trust region problems
- On Lagrange multipliers of trust-region subproblems
- A Nested Lanczos Method for the Trust-Region Subproblem
- Iterative methods for finding a trust-region step
- Limited-memory BFGS systems with diagonal updates
- A block Lanczos method for the extended trust-region subproblem
- \texttt{trlib}: a vector-free implementation of the GLTR method for iterative solution of the trust region problem
- A matrix-free line-search algorithm for nonconvex optimization
- Solving the Trust-Region Subproblem using the Lanczos Method
- Simultaneous iterative solutions for the trust-region and minimum eigenvalue subproblem
- Trust-region algorithms for training responses: machine learning methods using indefinite Hessian approximations
- On solving L-SR1 trust-region subproblems
- A Riemannian subspace limited-memory SR1 trust region method
- Error estimates for iterative algorithms for minimizing regularized quadratic subproblems
- Gradient descent finds the cubic-regularized nonconvex Newton step
- Algorithm 943: MSS: MATLAB software for L-BFGS trust-region subproblems for large-scale optimization
- A second-order cone based approach for solving the trust-region subproblem and its variants
- A subspace trust-region method for seismic migration inversion
- The convergence of the generalized Lanczos trust-region method for the trust-region subproblem
- An efficient trust region algorithm with bounded iteration sequence for unconstrained optimization and its application in support vector machine
- Algorithm 1030: SC-SR1: MATLAB software for limited-memory SR1 trust-region methods
- Updating the regularization parameter in the adaptive cubic regularization algorithm
- Complexity of minimizing regularized convex quadratic functions
- On solving trust-region and other regularised subproblems in optimization
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