Krylov subspace methods for trust-region subproblem and beyond

MaRDI QIDQ5855457zbMATH OpenFDO

Authors Lei-Hong Zhang

Publication date 18 March 2021

zbMATH Keywords

convergenceKrylov subspaceLanczos methodtrust-region methodtrust-region subproblem

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical computation of matrix norms, conditioning, scaling (65F35) Large-scale problems in mathematical programming (90C06) Quadratic programming (90C20)

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Cited in

(5)

• A Subspace Minimization Method for the Trust-Region Step
• Implicitly restarted projection algorithm for solving optimization problems
• A framework for studying the regularizing properties of Krylov subspace methods
• The convergence of the generalized Lanczos trust-region method for the trust-region subproblem
• Error bounds of Lanczos approach for trust-region subproblem

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