Implicitly restarted projection algorithm for solving optimization problems

DOI10.1080/01630560008816959MaRDI QIDQ4508639zbMATH OpenOpenAlexFDO

Authors Mohammedi R. Abdel-Aziz

Publication date 6 February 2001

Published in Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01630560008816959

zbMATH Keywords

algorithmglobal convergenceimplicitly restarted Lanczos methodKrylov subspace methodquadratic programmingtrust region method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Quadratic programming (90C20)

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Cites work

• A Family of Trust-Region-Based Algorithms for Unconstrained Minimization with Strong Global Convergence Properties
• A Global Convergence Theory for the Celis–Dennis–Tapia Trust-Region Algorithm for Constrained Optimization
• A second-order method for unconstrained optimization
• A Theoretical Comparison of the Arnoldi and GMRES Algorithms
• Computing a Trust Region Step
• scientific article; zbMATH DE number 3928227 (Why is no real title available?)
• scientific article; zbMATH DE number 3671573 (Why is no real title available?)
• Hybrid Krylov Methods for Nonlinear Systems of Equations
• Implicit Application of Polynomial Filters in a k-Step Arnoldi Method
• Minimization of a Large-Scale Quadratic FunctionSubject to a Spherical Constraint
• Newton’s Method with a Model Trust Region Modification
• Preconditioners for Indefinite Systems Arising in Optimization
• Preconditioning of Truncated-Newton Methods
• Safeguarded use of the implicit restarted lanczos technique for solving non‐linear structural eigensystems
• The Conjugate Gradient Method and Trust Regions in Large Scale Optimization
• The Lanczos Biorthogonalization Algorithm and Other Oblique Projection Methods for Solving Large Unsymmetric Systems
• Truncated-Newton algorithms for large-scale unconstrained optimization

Cited in

(3)

• Globally Convergent Algorithm for Solving Large Nonlinear Systems of Equations
• An Ellipsoidal Branch and Bound Algorithm for Global Optimization
• scientific article; zbMATH DE number 2051074 (Why is no real title available?)

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Uses Software

• GQTPAR
• eigs

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