Solving LP using random projections

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Random projections for trust region subproblems

K Vu, PL Poirion, C D'Ambrosio, L Liberti - arxiv preprint arxiv:1706.02730, 2017 - arxiv.org
The trust region method is an algorithm traditionally used in the field of derivative free
optimization. The method works by iteratively constructing surrogate models (often linear or …
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