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
相关论文
共 50 条
  • [41] Convergence of Pham Dinh-Le Thi's algorithm for the trust-region subproblem
    Hoang Ngoc Tuan
    Nguyen Dong Yen
    [J]. JOURNAL OF GLOBAL OPTIMIZATION, 2013, 55 (02) : 337 - 347
  • [42] An efficient algorithm for large-scale extended trust-region subproblems with non-intersecting linear constraints
    S. Ansary Karbasy
    A. Hamdi
    M. Salahi
    A. Taati
    [J]. Optimization Letters, 2021, 15 : 1425 - 1446
  • [43] Behavior of DCA sequences for solving the trust-region subproblem
    Hoai An Le Thi
    Tao Pham Dinh
    Nguyen Dong Yen
    [J]. JOURNAL OF GLOBAL OPTIMIZATION, 2012, 53 (02) : 317 - 329
  • [44] Error bounds of Lanczos approach for trust-region subproblem
    Zhang, Leihong
    Yang, Weihong
    Shen, Chungen
    Feng, Jiang
    [J]. FRONTIERS OF MATHEMATICS IN CHINA, 2018, 13 (02) : 459 - 481
  • [45] Convergence Rate of the Pham Dinh-Le Thi Algorithm for the Trust-Region Subproblem
    Hoang Ngoc Tuan
    [J]. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2012, 154 (03) : 904 - 915
  • [46] Local nonglobal minima for solving large-scale extended trust-region subproblems
    Maziar Salahi
    Akram Taati
    Henry Wolkowicz
    [J]. Computational Optimization and Applications, 2017, 66 : 223 - 244
  • [47] A LIMITED MEMORY ADAPTIVE TRUST-REGION APPROACH FOR LARGE-SCALE UNCONSTRAINED OPTIMIZATION
    Ahookhosh, M.
    Amini, K.
    Kimiaei, M.
    Peyghami, M. R.
    [J]. BULLETIN OF THE IRANIAN MATHEMATICAL SOCIETY, 2016, 42 (04) : 819 - 837
  • [48] Local nonglobal minima for solving large-scale extended trust-region subproblems
    Salahi, Maziar
    Taati, Akram
    Wolkowicz, Henry
    [J]. COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2017, 66 (02) : 223 - 244
  • [49] A GLOBALLY CONVERGENT TRUST-REGION METHOD FOR LARGE-SCALE SYMMETRIC NONLINEAR SYSTEMS
    Ahookhosh, Masoud
    Amini, Keyvan
    Kimiaei, Morteza
    [J]. NUMERICAL FUNCTIONAL ANALYSIS AND OPTIMIZATION, 2015, 36 (07) : 830 - 855
  • [50] A nonmonotone trust-region line search method for large-scale unconstrained optimization
    Ahookhosh, Masoud
    Amini, Keyvan
    Peyghami, Mohammad Reza
    [J]. APPLIED MATHEMATICAL MODELLING, 2012, 36 (01) : 478 - 487
12345