A practical method for solving large-scale TRS
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Publication:537634
DOI10.1007/S11590-010-0201-2zbMATH Open1220.90077OpenAlexW1985851329MaRDI QIDQ537634FDOQ537634
Authors: Yong-Cai Geng, Sumit K. Garg
Publication date: 20 May 2011
Published in: Optimization Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11590-010-0201-2
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- Solving the quadratic trust-region subproblem in a low-memory BFGS framework
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- The trust region subproblem and semidefinite programming*
eigenvalueslarge scale optimizationtrust region subproblemL-BFGS methodnearly exact methodnegative curvature direction
Cites Work
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- Trust Region Methods
- Handbook of applied optimization
- The Conjugate Gradient Method and Trust Regions in Large Scale Optimization
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- Graph Partitioning and Continuous Quadratic Programming
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- Solving the quadratic trust-region subproblem in a low-memory BFGS framework
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Cited In (8)
- Computational and sensitivity aspects of eigenvalue-based methods for the large-scale trust-region subproblem
- Solving the quadratic trust-region subproblem in a low-memory BFGS framework
- A modified nearly exact method for solving low-rank trust region subproblem
- Accelerating the LSTRS algorithm
- On efficiently computing the eigenvalues of limited-memory quasi-Newton matrices
- On solving L-SR1 trust-region subproblems
- Algorithm 943: MSS: MATLAB software for L-BFGS trust-region subproblems for large-scale optimization
- A new matrix-free algorithm for the large-scale trust-region subproblem
Uses Software
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