Error estimates for iterative algorithms for minimizing regularized quadratic subproblems
Academic Article
Publication Date:
2019
abstract:
We derive bounds for the objective errors and gradient residuals when finding approximations to the solution of common regularized quadratic optimization problems within evolving Krylov spaces. These provide upper bounds on the number of iterations required to achieve a given stated accuracy. We illustrate the quality of our bounds on given test examples.
Iris type:
01.01 Articolo in rivista
Keywords:
Trust-region subproblem; regularized quadratic suubproblem; error estimates; Krylov subspace
List of contributors:
Simoncini, Valeria
Published in: