Regularization using a parameterized trust region subproblem
نویسندگان
چکیده
منابع مشابه
Regularization using a parameterized trust region subproblem
We present a new method for regularization of ill-conditioned problems, such as those that arise in image restoration or mathematical processing of medical data. The method extends the traditional trust-region subproblem, TRS, approach that makes use of the L-curve maximum curvature criterion, a strategy recently proposed to find a good regularization parameter. We apply a parameterized trust r...
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The interval bounded generalized trust region subproblem (GTRS) consists in minimizing a general quadratic objective, q0(x) → min, subject to an upper and lower bounded general quadratic constraint, l ≤ q1(x) ≤ u. This means that there are no definiteness assumptions on either quadratic function. We first study characterizations of optimality for this implicitly convex problem under a constrain...
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The approximate minimization of a quadratic function within an ellipsoidal trust region is an important subproblem for many nonlinear programming methods. When the number of variables is large, the most widely-used strategy is to trace the path of conjugate gradient iterates either to convergence or until it reaches the trust-region boundary. In this paper, we investigate ways of continuing the...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 2007
ISSN: 0025-5610,1436-4646
DOI: 10.1007/s10107-007-0126-4