Modified Gauss-Newton scheme with worst case guarantees for global performance

Optimization Methods and Software

Volumn 22, Issue 3, 2007, Pages 469-483

  Nesterov, Yu ^a  

^a UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

Author keywords

Complexity bounds; Gauss Newton method; Global rate of convergence; Systems of non linear equations; Trust region methods

Indexed keywords

CONVERGENCE OF NUMERICAL METHODS; FUNCTION EVALUATION; NONLINEAR EQUATIONS; OPTIMIZATION; PROBLEM SOLVING;

COMPLEXITY BOUNDS; CONVEX OPTIMIZATION; GAUSS NEWTON METHOD; QUADRATIC CONVERGENCE; TRUST-REGION METHODS;

NEWTON-RAPHSON METHOD;

EID: 33947611624     PISSN: 10556788     EISSN: 10294937     Source Type: Journal    
DOI: 10.1080/08927020600643812     Document Type: Article

References (6)

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5. Nesterov, Yu. and Polyak, B., 2006, Cubic regularization of a Newton scheme and its global performance. Mathematical Programming, 108(1), 177-205.
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