Regularization subproblems#
Release: 1.0
Date: 18 June 2024
Author: Jaroslav Fowkes and Nick Gould
GALAHAD [1] is a suite of open-source routines for large-scale continuous optimization. Currently there ten packages designed to find a global minimizer of a variety of regularized quadratic functions
Contents
- TRS - global minization of a quadratic function within an ellipsoid using matrix factorization
- RQS - global minization of a regularized quadratic function using matrix factorization
- DPS - global minization of a regularized quadratic function in a diagonalising norm using matrix factorization
- GLTR - global minization of a quadratic function within an ellipsoid using an iterative method
- GLRT - global minization of a regularized quadratic function
- LLSR - global minization of a regularized linear least-squares objective using matrix factorizations
- LLST - global minization of a linear least-squares objective within an ellipsoid using matrix factorizations
- LSTR - global minization of a linear least-squares objective within a sphere using an iterative method
- LSRT - global minization of a regularized linear least-squares objective using an iterative method
- L2RT - global minization of a regularized linear least-Euclidean-norm objective using an iterative method