Iterative Methods for Finding a Trust-region Step
نویسندگان
چکیده
منابع مشابه
Iterative Methods for Finding a Trust-region Step
We consider the problem of finding an approximate minimizer of a general quadratic function subject to a two-norm constraint. The Steihaug-Toint method minimizes the quadratic over a sequence of expanding subspaces until the iterates either converge to an interior point or cross the constraint boundary. The benefit of this approach is that an approximate solution may be obtained with minimal wo...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2009
ISSN: 1052-6234,1095-7189
DOI: 10.1137/070708494