Efficient Trust Region Subproblem Algorithms
The Trust Region Subproblem (TRS) is the problem of minimizing a quadratic (possibly non-convex) function over a sphere. It is the main step of the trust region method for unconstrained optimization problems. Two cases may cause numerical difficulties in solving the TRS, i.e., (i) the so-called hard...
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| Language: | en |
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2011
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| Online Access: | http://hdl.handle.net/10012/6297 |