Rojas, MarielbaSantos, Sandra A.Sorensen, Danny C.2018-06-182018-06-181999-09Rojas, Marielba, Santos, Sandra A. and Sorensen, Danny C.. "A New Matrix-Free Algorithm for the Large-Scale Trust-Region Subproblem." (1999) <a href="https://hdl.handle.net/1911/101924">https://hdl.handle.net/1911/101924</a>.https://hdl.handle.net/1911/101924We present a matrix-free algorithm for the large-scale trust-region subproblem. Our algorithm relies on matrix-vector products only and does not require matrix factorizations. We recast the trust-region subproblem as a parameterized eigenvalue problem and compute an optimal value for the parameter. We then find the optimal solution of the trust-region subproblem from the eigenvectors associated with two of the smallest eigenvalues of the parameterized eigenvalue problem corresponding to the optimal parameter. The new algorithm uses a different interpolating scheme than existent methods and introduces a unified iteration that naturally includes the so-called hard case. We show that the new iteration is well defined and convergent at a superlinear rate. We present computational results to illustrate convergence properties and robustness of the method.46 ppengTechnical reportTR99-19