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.

Détails bibliographiques
Auteurs principaux: Cartis, C, Gould, NIM, Lange, M
Format: Journal article
Langue:English
Publié: Springer Nature 2019
Description
Résumé:We show that the minimizers of regularized quadratic functions restricted to their natural Krylov spaces increase in Euclidean norm as the spaces expand.