Globally solving the trust region subproblem using simple first-order methods
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Cites work
- A constrained eigenvalue problem
- A D.C. Optimization Algorithm for Solving the Trust-Region Subproblem
- A linear-time algorithm for the trust region subproblem based on hidden convexity
- A linear-time algorithm for trust region problems
- A new matrix-free algorithm for the large-scale trust-region subproblem
- A second-order cone based approach for solving the trust-region subproblem and its variants
- A semidefinite framework for trust region subproblems with applications to large scale minimization
- Accelerating the LSTRS algorithm
- Computing a Trust Region Step
- Computing Optimal Locally Constrained Steps
- Conditional gradient algorithms for rank-one matrix approximations with a sparsity constraint
- Convergence of descent methods for semi-algebraic and tame problems: proximal algorithms, forward-backward splitting, and regularized Gauss-Seidel methods
- First-order methods in optimization
- Hidden convexity in some nonconvex quadratically constrained quadratic programming
- scientific article; zbMATH DE number 1818892 (Why is no real title available?)
- scientific article; zbMATH DE number 3725604 (Why is no real title available?)
- scientific article; zbMATH DE number 3892457 (Why is no real title available?)
- scientific article; zbMATH DE number 3293978 (Why is no real title available?)
- scientific article; zbMATH DE number 3408799 (Why is no real title available?)
- Introduction to nonlinear optimization: theory, algorithms, and applications with MATLAB
- Iterative methods for finding a trust-region step
- Minimization of a Large-Scale Quadratic FunctionSubject to a Spherical Constraint
- Minimizing a quadratic over a sphere
- Newton’s Method with a Model Trust Region Modification
- Proximal alternating linearized minimization for nonconvex and nonsmooth problems
- Solving the trust-region subproblem by a generalized eigenvalue problem
- Solving the Trust-Region Subproblem using the Lanczos Method
- The Conjugate Gradient Method and Trust Regions in Large Scale Optimization
- Trust Region Methods
Cited in
(16)- A computational study of global optimization solvers on two trust region subproblems
- An efficient PGM-based algorithm with backtracking strategy for solving quadratic optimization problems with spherical constraint
- An efficient algorithm for the extended trust-region subproblem with two linear constraints
- An active-set algorithm for norm constrained quadratic problems
- On the branch and bound algorithm for the extended trust-region subproblem
- Refined bounds on the convergence of block Lanczos method for extended trust-region subproblem
- First-Order Methods for Nonconvex Quadratic Minimization
- Closing the gap between necessary and sufficient conditions for local nonglobal minimizer of trust region subproblem
- Error estimates for iterative algorithms for minimizing regularized quadratic subproblems
- Gradient descent finds the cubic-regularized nonconvex Newton step
- Hölderian Error Bounds and Kurdyka-Łojasiewicz Inequality for the Trust Region Subproblem
- Solving trust region subproblems using Riemannian optimization
- A variable metric and Nesterov extrapolated proximal DCA with backtracking for a composite DC program
- Eigenvalue problems via the multiplicative weights update method
- A primal-dual interior point trust region method for second-order stationary points of Riemannian inequality-constrained optimization problems
- Tilt stability for quadratic programs with one or two quadratic inequality constraints
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