On solving L-SR1 trust-region subproblems
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Publication:513714
DOI10.1007/s10589-016-9868-3zbMath1364.90239arXiv1506.07222MaRDI QIDQ513714
Jennifer B. Erway, Roummel F. Marcia, Johannes J. Brust
Publication date: 7 March 2017
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1506.07222
large-scale unconstrained optimization; trust-region methods; limited-memory quasi-Newton methods; symmetric rank-one update
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