Cubic regularization of Newton method and its global performance

Mathematical Programming

Volumn 108, Issue 1, 2006, Pages 177-205

  Nesterov, Yurii ^a   Polyak, B T ^b  

^a UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

^b TRAPEZNIKOV INSTITUTE OF CONTROL SCIENCES   (Russian Federation)

Author keywords

General nonlinear optimization; Global complexity bounds; Global rate of convergence; Newton method; Trust region methods; Unconstrained optimization

Indexed keywords

COMPUTATIONAL COMPLEXITY; CONVERGENCE OF NUMERICAL METHODS; LINEAR ALGEBRA; LINEAR PROGRAMMING; LINEAR SYSTEMS; OPTIMIZATION;

GENERAL NONLINEAR OPTIMIZATION; NEWTON METHOD; TRUST-REGION METHODS; UNCONSTRAINED OPTIMIZATION;

PROBLEM SOLVING;

EID: 33646730150     PISSN: 00255610     EISSN: 14364646     Source Type: Journal    
DOI: 10.1007/s10107-006-0706-8     Document Type: Article

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