In this paper, we address the efficient numerical solution of linear and quadratic programming problems, often of large scale. With this aim, we devise an infeasible interior point method, blended with the proximal method of multipliers, which in turn results in a primal-dual regularized interior point method. Application of this method gives rise to a … Read more
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. Citation Technical … Read more
We consider methods for large-scale unconstrained minimization based on finding an approximate minimizer of a quadratic function subject to a two-norm trust-region constraint. The Steihaug-Toint method uses the conjugate-gradient (CG) algorithm to minimize the quadratic over a sequence of expanding subspaces until the iterates either converge to an interior point or cross the constraint boundary. … Read more