Exploring a new method based on generalized eigenvalues for the trust-region subproblem
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Palavras-chave

Unconstrained minimization
Eigenvalue problem
Trust-region subproblem.

Como Citar

MEDEIROS, Jean Carlos Aparecido; SANTOS, Sandra Augusta. Exploring a new method based on generalized eigenvalues for the trust-region subproblem. Revista dos Trabalhos de Iniciação Científica da UNICAMP, Campinas, SP, n. 26, 2019. DOI: 10.20396/revpibic262018654. Disponível em: https://econtents.sbu.unicamp.br/eventos/index.php/pibic/article/view/654. Acesso em: 19 mar. 2026.

Resumo

In 2017, a method for solving the trust-region subproblem using generalized eigenvalues was rediscovered and improved. In 1989, when the original method was proposed, it presented a poor performance, which was caused by the low quality of eigensolvers available at that time. In this work we explore some geometric characteristics of this method.

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Creative Commons License
Este trabalho está licenciado sob uma licença Creative Commons Attribution 4.0 International License.

Copyright (c) 2019 Jean Carlos Aparecido Medeiros, Sandra Augusta Santos