3 citations · 9 across the 9 of their papers we have counts for
4 papers · 1 filter
Shape-Changing Trust-Region Methods Using Multipoint Symmetric Secant Matrices
Johannes J. Brust, Jennifer B. Erway, Roummel F. Marcia
In this work, we consider methods for large-scale and nonconvex unconstrained optimization. We propose a new trust-region method whose subproblem is defined using a so-called "shap…
A Dense Initialization for Limited-Memory Quasi-Newton Methods
Johannes Brust, Oleg Burdakov, Jennifer B. Erway +1
We consider a family of dense initializations for limited-memory quasi-Newton methods. The proposed initialization exploits an eigendecomposition-based separation of the full space…
Algorithm XXX: SC-SR1: Matlab software for solving shape-changing L-SR1 trust-region subproblems
Johannes Brust, Oleg Burdakov, Jennifer B. Erway +2
We present a MATLAB implementation of the symmetric rank-one (SC-SR1) method that solves trust-region. subproblems when a limited-memory symmetric rank-one (L-SR1) matrix is used i…
On Solving L-SR1 Trust-Region Subproblems
Johannes Brust, Jennifer B. Erway, Roummel F. Marcia
In this article, we consider solvers for large-scale trust-region subproblems when the quadratic model is defined by a limited-memory symmetric rank-one (L-SR1) quasi-Newton matrix…