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dc.contributor.authorFortin, Charlesen
dc.date.accessioned2006-08-22 14:23:52 (GMT)
dc.date.available2006-08-22 14:23:52 (GMT)
dc.date.issued2000en
dc.date.submitted2000en
dc.identifier.urihttp://hdl.handle.net/10012/1038
dc.description.abstractTrust region subproblems arise within a class of unconstrained methods called trust region methods. The subproblems consist of minimizing a quadratic function subject to a norm constraint. This thesis is a survey of different methods developed to find an approximate solution to the subproblem. We study the well-known method of More and Sorensen and two recent methods for large sparse subproblems: the so-called Lanczos method of Gould et al. and the Rendland Wolkowicz algorithm. The common ground to explore these methods will be semidefinite programming. This approach has been used by Rendl and Wolkowicz to explain their method and the More and Sorensen algorithm; we extend this work to the Lanczos method. The last chapter of this thesis is dedicated to some improvements done to the Rendl and Wolkowicz algorithm and to comparisons between the Lanczos method and the Rendl and Wolkowicz algorithm. In particular, we show some weakness of the Lanczos method and show that the Rendl and Wolkowicz algorithm is more robust.en
dc.formatapplication/pdfen
dc.format.extent648825 bytes
dc.format.mimetypeapplication/pdf
dc.language.isoenen
dc.publisherUniversity of Waterlooen
dc.rightsCopyright: 2000, Fortin, Charles. All rights reserved.en
dc.subjectMathematicsen
dc.subjectoptimization-continuous-unconstrained-trust region-semidefinite programming - surveyen
dc.titleA survey of the trust region subproblem within a semidefinite frameworken
dc.typeMaster Thesisen
dc.pendingfalseen
uws-etd.degree.departmentCombinatorics and Optimizationen
uws-etd.degreeMaster of Mathematicsen
uws.typeOfResourceTexten
uws.peerReviewStatusUnrevieweden
uws.scholarLevelGraduateen


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