Solving the Trust-Region Subproblem using the Lanczos Method

DOI10.1137/S1052623497322735zbMath1047.90510WikidataQ58185876 ScholiaQ58185876MaRDI QIDQ4702297

Stefano Lucidi, Massimo Roma, Nicholas I. M. Gould, Phillipe L. Toint

Publication date: 24 November 1999

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

zbMATH Keywords

nonlinear systems; convergence acceleration; preconditioning; conjugate gradients; fixed point iteration

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C30: Nonlinear programming

90C20: Quadratic programming

65F10: Iterative numerical methods for linear systems

Related Items

HSL-VF05

Uses Software

• HSL
• LANCELOT
• CUTEr
• GQTPAR