| Autor: |
Rojas, M., Fotland, B.H., Steihaug, T. |
| Jazyk: |
angličtina |
| Rok vydání: |
2011 |
| Zdroj: |
Reports of the Department of Applied Mathematical Analysis, 11-09 |
| ISSN: |
1389-6520 |
| Popis: |
The trust-region subproblem of minimizing a quadratic function subject to a norm constraint arises in the context of trust-region methods in optimization and in the regularization of discrete forms of ill-posed problems, including non-negative regularization by means of interior-point methods. A class of efficient methods and software for solving large-scale trust-region subproblems is based on a parametric-eigenvalue formulation of the subproblem. The solution of a sequence of large symmetric eigenvalue problems is the main computation in these methods. In this work, we study the robustness and performance of eigenvalue-based methods for the large-scale trust-region subproblem. We describe the eigenvalue problems and their features, and discuss the computational challenges they pose as well as some approaches to handle them. We present results from a numerical study of the sensitivity of solutions to the trust-region subproblem to eigenproblem solutions. |
| Databáze: |
OpenAIRE |
| Externí odkaz: |
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