An Iterative Algorithm for the Conic Trust Region Subproblem
Author:
Funder
University of Guilan
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Computational Mathematics
Link
http://link.springer.com/article/10.1007/s40819-016-0254-8/fulltext.html
Reference17 articles.
1. Adachi, S., Iwata, S., Nakatsukasa, Y., Takeda, A.: Solving the trust region subproblem by a generalized eigenvalue problem. In: Mathematical Engineering Technical Report (METR 2015-14), Department of Mathematical Informatics Graduate School of Information Science and Technology the University of Tokyo
2. Burer, S., Anstreicher, K.M.: Second-order-cone constraints for extended trust-region subproblems. SIAM J. Optim. 23(1), 432–451 (2013)
3. Conn, A.R., Gould, N.I., Toint, P.L.: Trust Region Methods. SIAM, Philadelphia (2000)
4. Davidon, W.C.: Conic approximations and collinear scalings for optimizers. SIAM J. Numer. Anal. 17, 268–281 (1980)
5. Di, S., Sun, W.Y.: A trust region method for conic model to solve unconstrained optimization. Optim. Methods Softw. 6, 237–263 (1996)
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1. Nonmonotone conic trust region method with line search technique for bound constrained optimization;RAIRO - Operations Research;2019-06-24
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