$ρ$-regularization subproblems: Strong duality and an eigensolver-based algorithm

Trust-region (TR) type method, based on a quadratic model such as the trust-region subproblem (TRS) and $ p $-regularization subproblem ($p$RS), is arguably one of the most successful methods for unconstrained minimization. In this paper, we study a general regularized subproblem (named $ ρ$RS), whi... View More