@inproceedings{GoulNoce98, author = {N. I. M. Gould and J. Nocedal}, title = {The modified absolute-value factorization norm for trust-region minimization}, crossref = {DeLeMurlPardTora98}, pages = {225--241}, abstract = {A trust-region method for unconstrained minimization, using a trust-region norm based upon a modified absolute-value factorization of the model Hessian, is proposed. It is shown that the resulting trust-region subproblem may be solved using a single factorization. In the convex case, the method reduces to a backtracking Newton linesearch procedure. The resulting software package is available as {\tt HSL\_VF06} within the \citebb{HSL00}. Numerical evidence shows that the approach is effective in the nonconvex case.}, summary = {A trust-region method for unconstrained minimization, using a trust-region norm based upon a modified absolute-value factorization of the model Hessian, is proposed. It is shown that the resulting trust-region subproblem may be solved using a single factorization. In the convex case, the method reduces to a backtracking Newton linesearch procedure. Numerical experience suggests that the approach is effective in the non-convex case.}}