A multilevel algorithm for solving the trust-region subproblem

DOI10.1080/10556780802571467MaRDI QIDQ3620919zbMATH OpenOpenAlexWikidataFDO

Authors Dimitri Tomanos, M. Weber Mendonça, Philippe L. Toint

Publication date 14 April 2009

Published in Optimization Methods \& Software (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10556780802571467

zbMATH Keywords

multilevel methodsnonlinear optimizationnumerical algorithmstrust-region subproblem

Mathematics Subject Classification ID

Nonlinear programming (90C30)

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Cited in

(6)

• A note on solving nonlinear optimization problems in variable precision
• A Nested Lanczos Method for the Trust-Region Subproblem
• Numerical experience with a recursive trust-region method for multilevel nonlinear bound-constrained optimization
• Recursive Trust-Region Methods for Multiscale Nonlinear Optimization
• Riemannian multigrid line search for low-rank problems
• Solving the dual subproblem of the method of moving asymptotes using a trust-region scheme

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