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A new matrix-free algorithm for the large-scale trust-region subproblem. (English) Zbl 0994.65067


MSC:

65K05 Numerical mathematical programming methods
65F22 Ill-posedness and regularization problems in numerical linear algebra
90C20 Quadratic programming
65F15 Numerical computation of eigenvalues and eigenvectors of matrices

Software:

ARPACK; GQTPAR
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