| Article ID: | iaor20061427 |
| Country: | United Kingdom |
| Volume: | 21 |
| Issue: | 2 |
| Start Page Number: | 233 |
| End Page Number: | 245 |
| Publication Date: | Apr 2006 |
| Journal: | Optimization Methods & Software |
| Authors: | Kearsley Anthony J. |
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.