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
收藏
页码：233 / 245
页数：13
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