Lstrs: Matlab Software for Large-scale Trust-region Subproblems and Regularization
نویسندگان
چکیده
We describe a MATLAB implementation [6] of the method LSTRS [5] for the large-scale trust-region subproblem:
منابع مشابه
LSTRS Software Manual
The software manual of a MATLAB 6.0 implementation of the LSTRS method is presented. LSTRS was described in M. Rojas, S.A. Santos and D.C. Sorensen, A new matrix-free method for the large-scale trust-region subproblem, SIAM J. Optim., 11(3):611-646, 2000. LSTRS is designed for large-scale quadratic problems with one norm constraint. The method is based on a reformulation of the trust-region sub...
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