Limited-memory BFGS and DIOM methods are more robust than CG for nonconvex trust-region steps, often matching accuracy with fewer Hessian-vector products.
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Quasi-Newton and Krylov Methods for the Solution of Nonconvex Trust-Region Subproblems
Limited-memory BFGS and DIOM methods are more robust than CG for nonconvex trust-region steps, often matching accuracy with fewer Hessian-vector products.