Adaptive cubic regularisation methods for unconstrained optimization. Part II: Worst-case function- and derivative-evaluation complexity

Mathematical Programming

Volumn 130, Issue 2, 2011, Pages 295-319

  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 complexity bounds; Global rate of convergence; Newton's method; Nonlinear optimization; Trust region methods; Unconstrained optimization

Indexed keywords

COMPLEXITY BOUNDS; CUBIC REGULARIZATION; NEWTON'S METHODS; NON-LINEAR OPTIMIZATION; RATE OF CONVERGENCE; TRUST-REGION METHODS; UNCONSTRAINED OPTIMIZATION;

ALGORITHMS; APPROXIMATION THEORY; NEWTON-RAPHSON METHOD; OPTIMIZATION;

FUNCTION EVALUATION;

EID: 81255179401     PISSN: 00255610     EISSN: 14364646     Source Type: Journal    
DOI: 10.1007/s10107-009-0337-y     Document Type: Article

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