Error estimates for iterative algorithms for minimizing regularized quadratic subproblems
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Publication:5210741
DOI10.1080/10556788.2019.1670177zbMath1428.90160OpenAlexW2979984930WikidataQ127064422 ScholiaQ127064422MaRDI QIDQ5210741
Nicholas I. M. Gould, Valeria Simoncini
Publication date: 21 January 2020
Published in: Optimization Methods and Software (Search for Journal in Brave)
Full work available at URL: http://purl.org/net/epubs/work/42012632
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Quadratic programming (90C20)
Related Items
Refined bounds on the convergence of block Lanczos method for extended trust-region subproblem, Worst-Case Complexity of TRACE with Inexact Subproblem Solutions for Nonconvex Smooth Optimization, On monotonic estimates of the norm of the minimizers of regularized quadratic functions in Krylov spaces, Solving Large-Scale Cubic Regularization by a Generalized Eigenvalue Problem, Adaptive regularization with cubics on manifolds, Trust-Region Newton-CG with Strong Second-Order Complexity Guarantees for Nonconvex Optimization, Solving the Cubic Regularization Model by a Nested Restarting Lanczos Method, \(\rho\)-regularization subproblems: strong duality and an eigensolver-based algorithm
Uses Software
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