2 papers
math.NA2021
A comparison of eigenvalue-based algorithms and the generalized Lanczos trust-region algorithm for Solving the trust-region subproblem
Zhongxiao Jia, Fa Wang
Solving the trust-region subproblem (TRS) plays a key role in numerical optimization and many other applications. Based on a fundamental result that the solution of TRS of size …
math.NA2019
The convergence of the Generalized Lanczos Trust-Region Method for the Trust-Region Subproblem
Zhongxiao Jia, Fa Wang
Solving the trust-region subproblem (TRS) plays a key role in numerical optimization and many other applications. The generalized Lanczos trust-region (GLTR) method is a well-known…