A linear-time algorithm for the trust region subproblem based on hidden convexity

被引：0

作者：

Jiulin Wang

Yong Xia

机构：

[1] Beihang University,State Key Laboratory of Software Development Environment, LMIB of the Ministry of Education School of Mathematics and System Sciences

来源：

Optimization Letters | 2017年 / 11卷

关键词：

Trust region subproblem; Hidden convexity; Proximal gradient algorithm; Linear time complexity;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

We present a linear-time approximation scheme for solving the trust region subproblem (TRS). It employs Nesterov’s accelerated gradient descent algorithm to solve a convex programming reformulation of (TRS). The total time complexity is less than that of the recent linear-time algorithm. The algorithm is further extended to the two-sided trust region subproblem.

引用

页码：1639 / 1646

页数：7

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