On the Generalized Lanczos Trust-Region Method

DOI10.1137/16M1095056zbMath1380.90210OpenAlexW2759377581MaRDI QIDQ5363378

Lei-Hong Zhang, Chungen Shen, Ren-Cang Li

Publication date: 6 October 2017

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

Full work available at URL: https://doi.org/10.1137/16m1095056

zbMATH Keywords

convergenceLanczos methodconjugate gradient methodstopping criteriontrust-region methodtrust-region subproblem

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Large-scale problems in mathematical programming (90C06) Quadratic programming (90C20) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35)

Related Items (15)

A Nested Lanczos Method for the Trust-Region Subproblem ⋮ Elastic 3D-2D image registration ⋮ Worst-Case Complexity of TRACE with Inexact Subproblem Solutions for Nonconvex Smooth Optimization ⋮ A Block Lanczos Method for Large-Scale Quadratic Minimization Problems with Orthogonality Constraints ⋮ First-Order Methods for Nonconvex Quadratic Minimization ⋮ A Lanczos Method for Large-Scale Extreme Lorentz Eigenvalue Problems ⋮ A Block Lanczos Method for the Extended Trust-Region Subproblem ⋮ Error bounds of Lanczos approach for trust-region subproblem ⋮ Error estimates for iterative algorithms for minimizing regularized quadratic subproblems ⋮ Gradient Descent Finds the Cubic-Regularized Nonconvex Newton Step ⋮ A penalty-free approach to PDE constrained optimization: application to an inverse wave problem ⋮ Trust-Region Newton-CG with Strong Second-Order Complexity Guarantees for Nonconvex Optimization ⋮ The Convergence of the Generalized Lanczos Trust-Region Method for the Trust-Region Subproblem ⋮ Solving the Cubic Regularization Model by a Nested Restarting Lanczos Method ⋮ Hölderian Error Bounds and Kurdyka-Łojasiewicz Inequality for the Trust Region Subproblem

Uses Software

• LAPACK
• GALAHAD
• CUTEr
• LSTRS
• GQTPAR
• HSL-VF05

Cites Work

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