Adaptive cubic regularisation methods for unconstrained optimization. Part I: Motivation, convergence and numerical results

Mathematical Programming

Volumn 127, Issue 2, 2011, Pages 245-295

  Cartis, Coralia ^a,b   Gould, Nicholas I M ^b,c   Toint, Philippe L ^d  

^a UNIVERSITY OF EDINBURGH   (United Kingdom)

^b RUTHERFORD APPLETON LABORATORY   (United Kingdom)

^c UNIVERSITY OF OXFORD   (United Kingdom)

^d UNIVERSITY OF NAMUR   (Belgium)

Author keywords

Cubic regularization; Global convergence; Local convergence; Newtons method; Nonlinear optimization; Trust region methods; Unconstrained optimization

Indexed keywords

CUBIC REGULARIZATION; GLOBAL CONVERGENCE; LOCAL CONVERGENCE; NEWTONS METHOD; NON-LINEAR OPTIMIZATION; TRUST-REGION METHODS; UNCONSTRAINED OPTIMIZATION;

ADAPTIVE ALGORITHMS; OPTIMIZATION;

CONVERGENCE OF NUMERICAL METHODS;

EID: 79952763936     PISSN: 00255610     EISSN: 14364646     Source Type: Journal    
DOI: 10.1007/s10107-009-0286-5     Document Type: Article

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