Solving the Trust-Region Subproblem By a Generalized Eigenvalue Problem

DOI10.1137/16M1058200zbMath1359.49009MaRDI QIDQ2967610

Satoru Iwata, Akiko Takeda, Yuji Nakatsukasa, Satoru Adachi

Publication date: 1 March 2017

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

zbMATH Keywords

generalized eigenvalue problem; trust-region subproblem; hard case; elliptic inner product

Mathematics Subject Classification ID

90C25: Convex programming

90C30: Nonlinear programming

65K10: Numerical optimization and variational techniques

49M37: Numerical methods based on nonlinear programming

Uses Software

• Matlab
• GALAHAD
• JDQR
• ARPACK
• LSTRS
• JDQZ
• GQTPAR
• mftoolbox