Matrix-free algorithm for the large-scale constrained trust-region subproblem

被引：2

作者：

Kearsley, AJ ^{[1
]}

机构：

[1] Natl Inst Stand & Technol, Math & Computat Sci Div, Gaithersburg, MD 20899 USA

来源：

OPTIMIZATION METHODS & SOFTWARE | 2006年 / 21卷 / 02期

关键词：

regularization; constrained quadratic optimization; trust region; Lanczos method;

D O I：

10.1080/10556780500094754

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

A new 'matrix-free' algorithm for the solution of linear inequality constrained, large-scale trust-region subproblems is presented. The matrix-free nature of the algorithm eliminates the need for any matrix factorizations and only requires matrix - vector products. Numerical results that demonstrate the viability of the approach are included.

引用

页码：233 / 245

页数：13

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