On the Generalized Lanczos Trust-Region Method

Lei-Hong Zhang Shanghai University of Finance and Economics Chungen Shen University of Shanghai for Science and Technology Ren-Cang Li University of Texas at Arlington

Optimization and Control mathscidoc:1703.27002

Distinguished Paper Award in 2018

SIAM Journal on Optimization, 27, (3), 2110-2142, 2017.3
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Trust-region subproblem, Lanczos method, conjugate gradient method, Trust-region method, convergence, stopping criterion
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@inproceedings{lei-hong2017on,
  title={On  the Generalized Lanczos Trust-Region Method},
  author={Lei-Hong Zhang, Chungen Shen, and Ren-Cang Li},
  url={http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20170322045735777745727},
  booktitle={SIAM Journal on Optimization},
  volume={27},
  number={3},
  pages={2110-2142},
  year={2017},
}
Lei-Hong Zhang, Chungen Shen, and Ren-Cang Li. On the Generalized Lanczos Trust-Region Method. 2017. Vol. 27. In SIAM Journal on Optimization. pp.2110-2142. http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20170322045735777745727.
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