A fast eigenvalue approach for solving the trust region subproblem with an additional linear inequality
DOI10.1007/s40314-016-0347-3zbMath1393.90097arXiv1510.08175OpenAlexW2962715758MaRDI QIDQ1655381
Publication date: 9 August 2018
Published in: Computational and Applied Mathematics, International Journal of Computer Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1510.08175
eigenvalue problemrelaxationgradient methodsinterior-point methodslinear inequalitiesgeneralized Newton methodextended trust region subproblemLagrangian dualleast-squares problems
Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Semidefinite programming (90C22) Convex programming (90C25) Nonconvex programming, global optimization (90C26) Newton-type methods (49M15) Interior-point methods (90C51)
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