Shape-changing trust-region methods using multipoint symmetric secant matrices

Author:

Brust J. J.1ORCID,Erway J. B.2ORCID,Marcia R. F.3

Affiliation:

1. Mathematics, University of California San Diego, La Jolla, CA, USA

2. Mathematics, Wake Forest University, Winston-Salem, NC, USA

3. Applied Mathematics, University of California Merced, Merced, CA, USA

Funder

National Science Foundation

Publisher

Informa UK Limited

Reference31 articles.

1. Two-Point Step Size Gradient Methods

2. J.J. Brust Large-scale quasi-Newton trust-region methods: High-accuracy solvers dense initializations and extensions Ph.D. thesis UC Merced 2018.

3. A dense initialization for limited-memory quasi-Newton methods

4. Algorithm 1030: SC-SR1: MATLAB software for limited-memory SR1 trust-region methods;Brust J.;ACM Trans. Math. Softw.,2022

5. On solving L-SR1 trust-region subproblems

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