regularized quadratic functions

On monotonic estimates of the norm of the minimizers of regularized quadratic functions in Krylov spaces

  • Coralia Cartis
  • Nicholas I. M. Gould
  • Marius Lange
    • Categories Unconstrained Optimization Tags ,

    We show that the minimizers of regularized quadratic functions restricted to their natural Krylov spaces increase in Euclidean norm as the spaces expand. Citation Technical Report RAL-TR-2019-005, STFC-Rutherford Appleton Laboratory, Oxfordshire, England, April 5th 2019 Article Download View On monotonic estimates of the norm of the minimizers of regularized quadratic functions in Krylov spaces