Regularization Methods

 

  • Source code for SSM Version 1.1, September 25, 2009 (sequential subspace method for sphere constrained optimization)
  • W. W. Hager and H. Zhang, Asymptotic Convergence Analysis of a New Class of Proximal Point Methods, SIAM Journal on Control and Optimization, 46 (2007), pp. 1683-1704.
  • W. W. Hager and H. Zhang, Self-adaptive inexact proximal point methods, Computational Optimization and Applications, 39 (2008), pp. 161-181 10.1007/s10589-008-9171-z, the original publication is available at www.springerlink.com.
  • W. W. Hager and S. C. Park, Global convergence of SSM for minimizing a quadratic over a sphere, Mathematics of Computation, 74 (2005), pp. 1413-1423.
  • W. W. Hager, Minimizing a quadratic over a sphere, SIAM Journal on Optimization, 12 (2001), 188-208.
  • W. W. Hager Iterative methods for nearly singular linear systems (SIAM Journal on Scientific Computing, 22 (2000), pp. 747-766)
  • W. W. Hager, Stabilized sequential quadratic progamming (Computational Optimization and Applications 12 (1999), pp. 253-273)
  • N. Ghosh, W. W. Hager, and P. Sarmah, The application of eigenpair stability to block diagonalization (SIAM Journal on Numerical Analysis, 34 (1997), pp. 1255-1268)