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Exploring a new method based on generalized eigenvalues for the trust-region subproblem

In 2017, a method for solving the trust-region subproblem using generalized eigenvalues was rediscovered and improved. In 1989, when the original method was proposed, it presented a poor performance, which was caused by the low quality of eigensolvers available at that time. In this work we explore...

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Bibliographic Details
Main Authors:	Medeiros, Jean Carlos Aparecido, Santos, Sandra Augusta
Format:	Online
Language:	English
Published:	Universidade Estadual de Campinas 2019
Subjects:	Unconstrained minimization Eigenvalue problem Trust-region subproblem.
Online Access:	https://econtents.sbu.unicamp.br/eventos/index.php/pibic/article/view/654
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