Minimization of a quadratic function on the sphere
E. A. Kotel'nikov
Institute of Computational Mathematics and Mathematical Geophysics SB RAS, pr. Lavrentieva, 6, Novosibirsk, Russia, 630090
Keywords: quadratic optimization on sphere, Cholesky decomposition, trust region, step trajectory, quadratic model
Abstract
In this paper, a sequential algorithm for solving the problem of minimization of a quadratic function on a sphere is proposed. At each iteration of the scheme, a two-dimensional problem of minimization is solved. Numerical comparisons with other methods are presented.
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