Accelerating the LSTRS algorithm

DOI10.1137/090764426MaRDI QIDQ3095054zbMATH OpenOpenAlexFDO

Authors

Publication date 28 October 2011

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL http://resolver.tudelft.nl/uuid:bf21a632-55be-4579-be53-0f4566d08775

zbMATH Keywords

regularizationtrust-regionnonlinear Arnoldi methodconstrained quadratic optimizationARPACKlarge-scale trust-region subproblem (LSTRS)

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Quadratic programming (90C20) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

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Cited in

(15)

• A survey on variational characterizations for nonlinear eigenvalue problems
• Error estimates for iterative algorithms for minimizing regularized quadratic subproblems
• The generalized trust region subproblem
• Computational and sensitivity aspects of eigenvalue-based methods for the large-scale trust-region subproblem
• Discrete ill-posed least-squares problems with a solution norm constraint
• A mathematical biography of Danny C. Sorensen
• Preconditioning and globalizing conjugate gradients in dual space for quadratically penalized nonlinear-least squares problems
• Fractional Tikhonov regularization for linear discrete ill-posed problems
• A method for computing a few eigenpairs of large generalized eigenvalue problems
• A faster algorithm for the computation of string convolutions using LZ78 parsing
• Solving trust-region subproblem augmented with linear inequality constraints
• Algorithm 873
• Local nonglobal minima for solving large-scale extended trust-region subproblems
• Globally solving the trust region subproblem using simple first-order methods
• Fractional regularization matrices for linear discrete ill-posed problems

Describes a project that uses

Uses Software

• LSTRS
• ARPACK
• Regularization tools
• HSL

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