On monotonic estimates of the norm of the minimizers of regularized quadratic functions in Krylov spaces

We show that the minimizers of regularized quadratic functions restricted to their natural Krylov spaces increase in Euclidean norm as the spaces expand.

Detalles Bibliográficos
Autores principales: Cartis, C, Gould, NIM, Lange, M
Formato: Journal article
Lenguaje:English
Publicado: Springer Nature 2019
Descripción
Sumario:We show that the minimizers of regularized quadratic functions restricted to their natural Krylov spaces increase in Euclidean norm as the spaces expand.