Approximate solution of the trust region problem by minimization over two-dimensional subspaces
نویسندگان
چکیده
منابع مشابه
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Abstract. We consider methods for large-scale unconstrained minimization based on finding an approximate minimizer of a quadratic function subject to a two-norm trust-region inequality constraint. The Steihaug-Toint method uses the conjugate-gradient algorithm to minimize the quadratic over a sequence of expanding subspaces until the iterates either converge to an interior point or cross the co...
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ورودعنوان ژورنال:
- Math. Program.
دوره 40 شماره
صفحات -
تاریخ انتشار 1988