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
收藏
页码：1639 / 1646
页数：7
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