References

[Gould1999]

N. Gould, S. Lucidi, M. Roma, P. Toint: Solving the Trust-Region Subproblem using the Lanczos Method, SIAM J. Optim., 9(2), 504–525, (1999). http://epubs.siam.org/doi/abs/10.1137/S1052623497322735

[Lenders2016]

F. Lenders, C. Kirches, A. Potschka: trlib: A vector-free implementation of the GLTR method for iterative solution of the trust region problem, submitted to Optimization, Methods and Software. http://www.optimization-online.org/DB_HTML/2016/11/5724.html https://arxiv.org/abs/1611.04718

[Curtis2016]

F. Curtis, D. Robinson, M. Samadi: A trust region algorithm with a worst-case iteration complexity of :math:`mathcal O(epsilon^{-3/2})` for nonconvex optimization, Mathematical Programming A, 2016, pp. 1-32. http://dx.doi.org/10.1007/s10107-016-1026-2