I want to find an example constrained optimisation problem that has been solved using Steihaug's algorithm. I can find brief discussions on Steihaug's algorithm but never an example problem. Does anyone know where I could find one?
1 Answer
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On the Implementation of an Algorithm for Large-Scale Equality Constrained Optimization (1998) [comparison of Steihaug and dogleg algorithms, as discussed in these lecture notes]