A linear-time algorithm for the trust region subproblem based on hidden convexity.

Jiulin Wang Yong Xia

Published in: Optim. Lett. (2017)

Keyphrases

trust region
column generation
global optimum
optimization methods
dynamic programming
integer programming
hessian matrix
log likelihood
newton method
levenberg marquardt
line search
least squares
simulated annealing
linear program
maximum likelihood