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.

Bibliografische gegevens
Hoofdauteurs: Cartis, C, Gould, NIM, Lange, M
Formaat: Journal article
Taal:English
Gepubliceerd in: Springer Nature 2019
Omschrijving
Samenvatting:We show that the minimizers of regularized quadratic functions restricted to their natural Krylov spaces increase in Euclidean norm as the spaces expand.