Solving the Trust-Region Subproblem By a Generalized Eigenvalue Problem

Satoru Adachi, Satoru Iwata, Yuji Nakatsukasa, Akiko Takeda. Solving the Trust-Region Subproblem By a Generalized Eigenvalue Problem. SIAM Journal on Optimization, 27(1):269-291, 2017. [doi]

@article{AdachiINT17,
  title = {Solving the Trust-Region Subproblem By a Generalized Eigenvalue Problem},
  author = {Satoru Adachi and Satoru Iwata and Yuji Nakatsukasa and Akiko Takeda},
  year = {2017},
  doi = {10.1137/16M1058200},
  url = {https://doi.org/10.1137/16M1058200},
  researchr = {https://researchr.org/publication/AdachiINT17},
  cites = {0},
  citedby = {0},
  journal = {SIAM Journal on Optimization},
  volume = {27},
  number = {1},
  pages = {269-291},
}