Simultaneous iterative solutions for the trust-region and minimum eigenvalue subproblem

DOI10.1080/10556788.2020.1827254MaRDI QIDQ5038438zbMATH OpenOpenAlexFDO

Authors

Publication date 30 September 2022

Published in Optimization Methods \& Software (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10556788.2020.1827254

zbMATH Keywords

conjugate gradient methodnonconvex large-scale problemsnonlinear programmingtrust-region methods

Mathematics Subject Classification ID

Numerical methods based on nonlinear programming (49M37) Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Derivative-free methods and methods using generalized derivatives (90C56)

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Cites work

• A Deflated Version of the Conjugate Gradient Algorithm
• A matrix-free line-search algorithm for nonconvex optimization
• A Nested Lanczos Method for the Trust-Region Subproblem
• A new matrix-free algorithm for the large-scale trust-region subproblem
• An Augmented Conjugate Gradient Method for Solving Consecutive Symmetric Positive Definite Linear Systems
• An implicit restarted Lanczos method for large symmetric eigenvalue problems
• Computing a Trust Region Step
• Computing and deflating eigenvalues while solving multiple right-hand side linear systems with an application to quantum chromodynamics
• CUTE
• CUTEr and SifDec
• Deflated and Augmented Krylov Subspace Techniques
• Deflated and restarted symmetric Lanczos methods for eigenvalues and linear equations with multiple right-hand sides
• Deflation Techniques for an Implicitly Restarted Arnoldi Iteration
• Global convergence of SSM for minimizing a quadratic over a sphere
• Handbook of test problems in local and global optimization
• scientific article; zbMATH DE number 3725604 (Why is no real title available?)
• Iterative methods for finding a trust-region step
• Minimizing a quadratic over a sphere
• More test examples for nonlinear programming codes
• Numerical Optimization
• Solving the Trust-Region Subproblem using the Lanczos Method
• Test examples for nonlinear programming codes
• The Conjugate Gradient Method and Trust Regions in Large Scale Optimization
• The Lanczos Algorithm with Selective Orthogonalization
• The University of Florida sparse matrix collection
• Thick-restart Lanczos method for large symmetric eigenvalue problems
• Trust Region Methods

Describes a project that uses

Uses Software

• TRLan
• SparseMatrix
• CUTEr
• SIFDecode
• GQTPAR
• CUTE

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