Matrix-free algorithm for the large-scale constrained trust-region subproblem
A new 'matrix-free' algorithm for the solution of linear inequality constrained, large-scale trust-region subproblems is presented. The matrix-free nature of the algorithm eliminates the need for any matrix factorizations and only requires matrix - vector products. Numerical results that demonstrate the viability of the approach are included.
regularization constrained quadratic optimization trust region lanczos method