On solving trust-region and other regularised subproblems in optimization
The solution of trust-region and regularisation subproblems which arise in unconstrained optimization is considered. Building on the pioneering work of Gay, Mor´e and Sorensen, methods which obtain the solution of a sequence of parametrized linear systems by factorization are used. Enhancements usin...
| Hoofdauteurs: | , , |
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| Formaat: | Report |
| Gepubliceerd in: |
Mathematical Programming (Springer)
2009
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