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Minimizing a quadratic over a sphere. (English) Zbl 1058.90045
Author’s summary: A new method, the sequential subspace method (SSM), is developed for the problem of minimizing a quadratic over a sphere. In our scheme, the quadratic is minimized over a subspace which is adjusted in successive iterations to ensure convergence to an optimum. When a sequential quadratic programming iterate is included in the subspace, convergence is locally quadratic. Numerical comparisons with other recent methods are given.

90C20 Quadratic programming
65F10 Iterative numerical methods for linear systems
65Y20 Complexity and performance of numerical algorithms
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