Projets par an
Résumé
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 process once the boundary has been encountered. The key is to observe that the trust-region problem within the currently generated Krylov subspace has a very special structure which enables it to be solved very efficiently. We compare the new strategy with existing methods. The resulting software package is available as HSL_VF05 within the Harwell Subroutine Library.
langue originale | Anglais |
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Pages (de - à) | 504-525 |
Nombre de pages | 22 |
journal | SIAM Journal on Optimization |
Volume | 9 |
Numéro de publication | 2 |
Etat de la publication | Publié - 1 mars 1999 |
Empreinte digitale
Examiner les sujets de recherche de « Solving the trust-region subproblem using the Lanczos method ». Ensemble, ils forment une empreinte digitale unique.-
ADALGOPT: ADALGOPT - Algorithmes avancés en optimisation non-linéaire
1/01/87 → …
Projet: Axe de recherche
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LANCELOT: LANCELOT, un logiciel pour l'optimisation non linéaire de grande taille
TOINT, P., Sartenaer, A., Gould, N. I. M. & Conn, A.
1/09/87 → 1/09/00
Projet: Recherche