A Nested Lanczos Method for the Trust-Region Subproblem
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Publication:3174764
DOI10.1137/17M1145914zbMath1402.90113OpenAlexW2810319121MaRDI QIDQ3174764
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
Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Quadratic programming (90C20) Iterative numerical methods for linear systems (65F10)
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Simultaneous iterative solutions for the trust-region and minimum eigenvalue subproblem ⋮ Refined bounds on the convergence of block Lanczos method for extended trust-region subproblem ⋮ A Block Lanczos Method for Large-Scale Quadratic Minimization Problems with Orthogonality Constraints ⋮ Error estimates for iterative algorithms for minimizing regularized quadratic subproblems ⋮ A Structure-Exploiting Nested Lanczos-Type Iteration for the Multiview Canonical Correlation Analysis ⋮ Solving the Cubic Regularization Model by a Nested Restarting Lanczos Method ⋮ Hölderian Error Bounds and Kurdyka-Łojasiewicz Inequality for the Trust Region Subproblem
Uses Software
Cites Work
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