Algorithm 873
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Publication:3549229
DOI10.1145/1326548.1326553zbMATH Open1291.65177OpenAlexW2160064536WikidataQ113310619 ScholiaQ113310619MaRDI QIDQ3549229FDOQ3549229
Authors: Marielba Rojas, S. A. Santos, Danny C. Sorensen 
Publication date: 21 December 2008
Published in: ACM Transactions on Mathematical Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1145/1326548.1326553
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Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Ill-posedness and regularization problems in numerical linear algebra (65F22)
Cited In (36)
- Fast and accurate randomized algorithms for linear systems and eigenvalue problems
- Error estimates for iterative algorithms for minimizing regularized quadratic subproblems
- A survey on variational characterizations for nonlinear eigenvalue problems
- The generalized trust region subproblem
- Computational and sensitivity aspects of eigenvalue-based methods for the large-scale trust-region subproblem
- A Krylov subspace method for large-scale second-order cone linear complementarity problem
- \(\rho\)-regularization subproblems: strong duality and an eigensolver-based algorithm
- A mathematical biography of Danny C. Sorensen
- An iterative algorithm for large size least-squares constrained regularization problems
- Solving the trust-region subproblem by a generalized eigenvalue problem
- Preconditioning and globalizing conjugate gradients in dual space for quadratically penalized nonlinear-least squares problems
- Trust-region algorithms for training responses: machine learning methods using indefinite Hessian approximations
- The use of quadratic regularization with a cubic descent condition for unconstrained optimization
- Error bounds of Lanczos approach for trust-region subproblem
- Minimization of linear functionals defined on solutions of large-scale discrete ill-posed problems
- Algorithm 1030: SC-SR1: MATLAB software for limited-memory SR1 trust-region methods
- Accelerating the LSTRS algorithm
- On the generalized Lanczos trust-region method
- The convergence of the generalized Lanczos trust-region method for the trust-region subproblem
- Block relaxation and majorization methods for the nearest correlation matrix with factor structure
- Solving the cubic regularization model by a nested restarting Lanczos method
- A feasible direction method for image restoration
- On convergence of the generalized Lanczos trust-region method for trust-region subproblems
- An approach for robust PDE-constrained optimization with application to shape optimization of electrical engines and of dynamic elastic structures under uncertainty
- On solving L-SR1 trust-region subproblems
- A Nested Lanczos Method for the Trust-Region Subproblem
- Minimization of functionals on the solution of a large-scale discrete ill-posed problem
- STRSCNE: a scaled trust-region solver for constrained nonlinear equations
- Distributed quasi-Newton derivative-free optimization method for optimization problems with multiple local optima
- Algorithm 943: MSS: MATLAB software for L-BFGS trust-region subproblems for large-scale optimization
- \texttt{trlib}: a vector-free implementation of the GLTR method for iterative solution of the trust region problem
- Performance enhancement of Gauss-Newton trust-region solver for distributed Gauss-Newton optimization method
- Parametric approach for correcting inconsistent linear equality system
- A Lanczos Method for Large-Scale Extreme Lorentz Eigenvalue Problems
- Eigenvalue-based algorithm and analysis for nonconvex QCQP with one constraint
- Matrix-free algorithm for the large-scale constrained trust-region subproblem
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