Trust-region algorithms for the generalized symmetric eigenvalue problem
نویسندگان
چکیده
The generalized eigenvalue problem
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Trust region subproblem (TRS), which is the problem of minimizing a quadratic function over a ball, plays a key role in solving unconstrained nonlinear optimization problems. Though TRS is not necessarily convex, there are efficient algorithms to solve it, particularly in large scale. Recently, extensions of TRS with extra linear constraints have received attention of several researchers. It ha...
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