Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/77127
Type: Artigo de periódico
Title: Algorithm 873: LSTRS: MATLAB software for large-scale trust-region subproblems and regularization
Author: Rojas, M
Santos, SA
Sorensen, DC
Abstract: A MATLAB 6.0 implementation of the LSTRS method is presented. LSTRS was described in Rojas et al. [2000]. LSTRS is designed for large-scale quadratic problems with one norm constraint. The method is based on a reformulation of the trust-region subproblem as a parameterized eigenvalue problem, and consists of an iterative procedure that finds the optimal value for the parameter. The adjustment of the parameter requires the solution of a large-scale eigenvalue problem at each step. LSTRS relies on matrix-vector products only and has low and fixed storage requirements, features that make it suitable for large-scale computations. In the MATLAB implementation, the Hessian matrix of the quadratic objective function can be specified either explicitly, or in the form of a matrix-vector multiplication routine. Therefore, the implementation preserves the matrix-free nature of the method. A description of the LSTRS method and of the MATLAB software, version 1.2, is presented. Comparisons with other techniques and applications of the method are also included. A guide for using the software and examples are provided.
Subject: algorithms
design
Country: EUA
Editor: Assoc Computing Machinery
Rights: fechado
Identifier DOI: 10.1145/1326548.1326553
Date Issue: 2008
Appears in Collections:Artigos e Materiais de Revistas Científicas - Unicamp

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