scholarly journals A hybrid algorithm for the two-trust-region subproblem

2019 ◽  
Vol 38 (3) ◽  
Author(s):  
Saeid Ansary Karbasy ◽  
Maziar Salahi
Keyword(s):  
Hybrid Algorithm ◽  
Trust Region ◽  
Trust Region Subproblem

scholarly journals A Simple Alternating Direction Method for the Conic Trust Region Subproblem

2018 ◽  
Vol 2018 ◽  
pp. 1-9
Author(s):  
Honglan Zhu ◽  
Qin Ni
Keyword(s):  
Trust Region ◽  
Alternating Direction Method ◽  
New Method ◽  
Quadratic Model ◽  
Descent Direction ◽  
Orthogonal Direction ◽  
Trust Region Subproblem ◽  
One Dimensional ◽  
Alternating Direction ◽  
Low Dimensional

A simple alternating direction method is used to solve the conic trust region subproblem of unconstrained optimization. By use of the new method, the subproblem is solved by two steps in a descent direction and its orthogonal direction, the original conic trust domain subproblem into a one-dimensional subproblem and a low-dimensional quadratic model subproblem, both of which are very easy to solve. Then the global convergence of the method under some reasonable conditions is established. Numerical experiment shows that the new method seems simple and effective.

scholarly journals Regularization using a parameterized trust region subproblem

2007 ◽  
Vol 116 (1-2) ◽  
pp. 193-220 ◽  
Author(s):  
Oleg Grodzevich ◽  
Henry Wolkowicz
Keyword(s):  
Trust Region ◽  
Trust Region Subproblem

scholarly journals Solving the Trust-Region Subproblem By a Generalized Eigenvalue Problem

2017 ◽  
Vol 27 (1) ◽  
pp. 269-291 ◽  
Author(s):  
Satoru Adachi ◽  
Satoru Iwata ◽  
Yuji Nakatsukasa ◽  
Akiko Takeda
Keyword(s):  
Eigenvalue Problem ◽  
Trust Region ◽  
Generalized Eigenvalue Problem ◽  
Trust Region Subproblem ◽  
Generalized Eigenvalue
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