Using truncated conjugate gradient method in trust-region method with two subproblems and backtracking line search
The authors propose a trust-region method with two subproblems and backtracking line search for solving unconstrained optimization problems of the following form \(\min_{x\in\mathbb{R}^n}\,f(x)\). At every iteration, the authors use the truncated conjugate gradient method or ist variation to solve one of the two subproblems approximately. The authors show that the given method has the same convergence properties as the traditional trust-region method. Numerical results are given.
scientific article; zbMATH DE number 5789941