| Article ID: | iaor20013578 |
| Country: | Germany |
| Volume: | 87 |
| Issue: | 3 |
| Start Page Number: | 561 |
| End Page Number: | 573 |
| Publication Date: | Jan 2000 |
| Journal: | Mathematical Programming |
| Authors: | Yuan Y. |
In this paper, we consider the truncated conjugate gradient method for minimizing a convex quadratic function subject to a ball trust region constraint. It is shown that the reduction in the objective function by the solution obtained by the truncated CG method is at least half of the reduction by the global minimizer in the trust region.