A Block Lanczos Method for the Extended Trust-Region Subproblem
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Publication:4629333
DOI10.1137/17M1156617zbMath1412.90102OpenAlexW2915498637WikidataQ128386449 ScholiaQ128386449MaRDI QIDQ4629333
Publication date: 22 March 2019
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/17m1156617
alternating direction method of multipliersKrylov subspaceblock Lanczos methodactive-set methodextended trust-region subproblem
Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Quadratic programming (90C20)
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