Browsing Mathematics (Faculty of) by Author "Ye, Heng"
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Efficient Trust Region Subproblem Algorithms Ye, Heng (University of Waterloo, 2011-09-29)The Trust Region Subproblem (TRS) is the problem of minimizing a quadratic (possibly non-convex) function over a sphere. It is the main step of the trust region method for unconstrained optimization problems. Two cases may ...