A modified nearly exact method for solving low-rank trust region subproblem

DOI10.1007/S10107-006-0025-0MaRDI QIDQ868456zbMATH OpenOpenAlexFDO

Authors Zhaosong Lu, Renato D. C. Monteiro

Publication date 5 March 2007

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10107-006-0025-0

zbMATH Keywords

limited-memory BFGS methodSherman-Morrison-Woodbury formula

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30)

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Cites work

• A Class of Indefinite Dogleg Path Methods for Unconstrained Minimization
• A Family of Trust-Region-Based Algorithms for Unconstrained Minimization with Strong Global Convergence Properties
• An Estimate for the Condition Number of a Matrix
• Computational experience with penalty-barrier methods for nonlinear programming
• Computing a Trust Region Step
• Computing Optimal Locally Constrained Steps
• CUTEr and SifDec
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• Modified barrier functions (theory and methods)
• Newton’s Method with a Model Trust Region Modification
• Numerical Optimization
• Smoothing by spline functions. II
• Solving the Trust-Region Subproblem using the Lanczos Method
• The Conjugate Gradient Method and Trust Regions in Large Scale Optimization
• The trust region subproblem and semidefinite programming*
• Trust Region Methods
• Two new unconstrained optimization algorithms which use function and gradient values

Cited in

(2)

• scientific article; zbMATH DE number 1424214 (Why is no real title available?)
• Algorithm 943: MSS: MATLAB software for L-BFGS trust-region subproblems for large-scale optimization

Describes a project that uses

Uses Software

• LANCELOT
• HSL-VF05
• CUTEr
• GQTPAR

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