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THE CONVERGENCE OF THE GENERALIZED LANCZOS TRUST-REGION METHOD FOR THE TRUST-REGION SUBPROBLEM

Jia, ZX; Wang, F

Jia, ZX (corresponding author), Tsinghua Univ, Dept Math Sci, Beijing 100084, Peoples R China.

SIAM JOURNAL ON OPTIMIZATION, 2021; 31 (1): 887

Abstract

Solving the trust-region subproblem (TRS) plays a key role in numerical optimization and many other applications. The generalized Lanczos trust-region......

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