No. 26 (2018), Resumos
No. 26 (2018)

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

Resumos
Published 2019-01-16
Jean Carlos Aparecido Medeiros
Universidade Estadual de Campinas
Sandra Augusta Santos
Universidade Estadual de Campinas
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Keywords

Unconstrained minimization
Eigenvalue problem
Trust-region subproblem.

How to Cite

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: 21 apr. 2026.
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Abstract

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