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A Shifted Steihaug-Toint Method for Computing a Trust-Region Step
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SYSNO ASEP 0042764 Document Type C - Proceedings Paper (int. conf.) R&D Document Type Conference Paper Title A Shifted Steihaug-Toint Method for Computing a Trust-Region Step Title Posunutá Steihaugova-Tointova metoda pro výpočet lokálně omezeného kroku Author(s) Lukšan, Ladislav (UIVT-O) SAI, RID
Matonoha, Ctirad (UIVT-O) RID, SAI
Vlček, Jan (UIVT-O) SAI, RID, ORCIDSource Title Numerical Linear Algebra in Signals and Systems. - Bari : Instituto Nazionale di Alta Matematica, 2006 Pages s. 37-41 Number of pages 5 s. Action Numerical Linear Algebra in Signals and Systems. International Workshop Event date 11.09.2006-15.09.2006 VEvent location Bari Country IT - Italy Event type WRD Language eng - English Country IT - Italy Keywords optimization ; trust region methods ; Lagrange multiplier Subject RIV BA - General Mathematics R&D Projects IAA1030405 GA AV ČR - Academy of Sciences of the Czech Republic (AV ČR) GP201/06/P397 GA ČR - Czech Science Foundation (CSF) CEZ AV0Z10300504 - UIVT-O (2005-2011) Annotation This contribution contains a description of efficient methods for large-scale unconstrained optimization. Many of them have been developed recently by the authors. It concerns limited memory methods for general smooth optimization, variable-metric bundle methods for partially separable nonsmooth optimization, hybrid methods for sparse least squares and methods for solving large-scale trust-region subproblems.. Workplace Institute of Computer Science Contact Tereza Šírová, sirova@cs.cas.cz, Tel.: 266 053 800 Year of Publishing 2007
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