Print Email Facebook Twitter Large-scale eigenvalue problems in trust-region calculations Title Large-scale eigenvalue problems in trust-region calculations Author Rojas, M. Fotland, B.H. Steihaug, T. Faculty Electrical Engineering, Mathematics and Computer Science Date 2010-04-08 Abstract 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 illposed problems. In recent years, methods and software for large-scale trust-region subproblems have been developed that require the solution of a large bordered eigenvalue problem at each iteration. In this work, we describe the bordered eigenvalue problems, the computational challenges in solving them, and present some approaches for their efficient solution by means of Krylov subspace methods for linear and nonlinear eigenvalue problems. To reference this document use: http://resolver.tudelft.nl/uuid:c5503311-b7b7-4148-af4c-318fe26b7139 Publisher Delft University of Technology, Faculty of Electrical Engineering, Mathematics and Computer Science, Delft Institute of Applied Mathematics ISSN 1389-6520 Source Reports of the Department of Applied Mathematical Analysis, 10-12 Part of collection Institutional Repository Document type report Rights (c)2010 Rojas, M., Fotland, B.H., Steihaug, T. Files PDF 10.12.Rojas.pdf 206.74 KB Close viewer /islandora/object/uuid:c5503311-b7b7-4148-af4c-318fe26b7139/datastream/OBJ/view