A Nested Lanczos Method for the Trust-Region Subproblem
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Publication:3174764
DOI10.1137/17M1145914zbMATH Open1402.90113OpenAlexW2810319121MaRDI QIDQ3174764FDOQ3174764
Authors: Lei-Hong Zhang, Chungen Shen 
Publication date: 18 July 2018
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/17m1145914
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Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Large-scale problems in mathematical programming (90C06) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Iterative numerical methods for linear systems (65F10)
Cites Work
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Cited In (19)
- Error estimates for iterative algorithms for minimizing regularized quadratic subproblems
- Solving the trust-region subproblem by a generalized eigenvalue problem
- A Block Lanczos Method for Large-Scale Quadratic Minimization Problems with Orthogonality Constraints
- Error bounds of Lanczos approach for trust-region subproblem
- A modified nearly exact method for solving low-rank trust region subproblem
- Accelerating the LSTRS algorithm
- Krylov subspace methods for trust-region subproblem and beyond
- A block Lanczos method for the extended trust-region subproblem
- Solving the Trust-Region Subproblem using the Lanczos Method
- On the generalized Lanczos trust-region method
- The trust region subproblem and semidefinite programming*
- The convergence of the generalized Lanczos trust-region method for the trust-region subproblem
- Simultaneous iterative solutions for the trust-region and minimum eigenvalue subproblem
- Solving the cubic regularization model by a nested restarting Lanczos method
- A Structure-Exploiting Nested Lanczos-Type Iteration for the Multiview Canonical Correlation Analysis
- On convergence of the generalized Lanczos trust-region method for trust-region subproblems
- Hölderian Error Bounds and Kurdyka-Łojasiewicz Inequality for the Trust Region Subproblem
- \texttt{trlib}: a vector-free implementation of the GLTR method for iterative solution of the trust region problem
- Refined bounds on the convergence of block Lanczos method for extended trust-region subproblem
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