Solving the cubic regularization model by a nested restarting Lanczos method
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Cites work
- scientific article; zbMATH DE number 3725604 (Why is no real title available?)
- scientific article; zbMATH DE number 1049353 (Why is no real title available?)
- scientific article; zbMATH DE number 5060482 (Why is no real title available?)
- A Nested Lanczos Method for the Trust-Region Subproblem
- A Structure-Exploiting Nested Lanczos-Type Iteration for the Multiview Canonical Correlation Analysis
- A linear-time algorithm for trust region problems
- A new matrix-free algorithm for the large-scale trust-region subproblem
- A second-order cone based approach for solving the trust-region subproblem and its variants
- A semidefinite framework for trust region subproblems with applications to large scale minimization
- A trust-region approach to the regularization of large-scale discrete forms of ill-posed problems
- Adaptive cubic regularisation methods for unconstrained optimization. I: Motivation, convergence and numerical results
- Adaptive cubic regularisation methods for unconstrained optimization. II: Worst-case function- and derivative-evaluation complexity
- Algorithm 873
- Benchmarking optimization software with performance profiles.
- CUTEst: a constrained and unconstrained testing environment with safe threads for mathematical optimization
- Computing Optimal Locally Constrained Steps
- Computing a Trust Region Step
- Cubic regularization of Newton method and its global performance
- Error bounds of Lanczos approach for trust-region subproblem
- Error estimates for iterative algorithms for minimizing regularized quadratic subproblems
- First-Order Methods for Nonconvex Quadratic Minimization
- GMRESR: a family of nested GMRES methods
- HSL-VF05
- Manopt, a Matlab toolbox for optimization on manifolds
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- Minimizing a quadratic over a sphere
- Nested Krylov methods based on GCR
- On solving trust-region and other regularised subproblems in optimization
- On the generalized Lanczos trust-region method
- On the truncated conjugate gradient method
- Quadratically constrained least squares and quadratic problems
- Recursive Trust-Region Methods for Multiscale Nonlinear Optimization
- SOAR: A Second-order Arnoldi Method for the Solution of the Quadratic Eigenvalue Problem
- Solving Large-Scale Cubic Regularization by a Generalized Eigenvalue Problem
- Solving the Trust-Region Subproblem using the Lanczos Method
- Solving the trust-region subproblem by a generalized eigenvalue problem
- The Conjugate Gradient Method and Trust Regions in Large Scale Optimization
- The hyperbolic quadratic eigenvalue problem
- The quadratic eigenvalue problem
- Trust Region Methods
Cited in
(9)- Faster Riemannian Newton-type optimization by subsampling and cubic regularization
- Solving Large-Scale Cubic Regularization by a Generalized Eigenvalue Problem
- Regularized methods via cubic model subspace minimization for nonconvex optimization
- A filter sequential adaptive cubic regularization algorithm for nonlinear constrained optimization
- An accelerated first-order method with complexity analysis for solving cubic regularization subproblems
- Homogeneous second-order descent framework: a fast alternative to Newton-type methods
- Hessian barrier algorithms for non-convex conic optimization
- On convergence of the generalized Lanczos trust-region method for trust-region subproblems
- A sequential adaptive regularisation using cubics algorithm for solving nonlinear equality constrained optimization
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