Evaluation complexity of adaptive cubic regularization methods for convex unconstrained optimization

Optimization Methods and Software

Volumn 27, Issue 2, 2012, Pages 197-219

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

^a UNIVERSITY OF EDINBURGH   (United Kingdom)

^b RUTHERFORD APPLETON LABORATORY   (United Kingdom)

^c UNIVERSITY OF NAMUR   (Belgium)

Author keywords

cubic regularization; Newton's method; nonlinear optimization

Indexed keywords

COMPLEXITY RESULTS; CONVEX OBJECTIVES; CONVEX PROBLEMS; CUBIC REGULARIZATION; GLOBAL PERFORMANCE; GLOBAL SOLUTIONS; NEWTON'S METHODS; NONCONVEX; NONLINEAR OPTIMIZATION; NUMERICAL RESULTS; REGULARISATION; REGULARIZATION ALGORITHMS; REGULARIZATION METHODS; SECOND ORDERS; UNCONSTRAINED OPTIMIZATION; UPPER BOUND; WORST-CASE EFFICIENCY;

ADAPTIVE ALGORITHMS; FUNCTION EVALUATION; FUNCTIONS; NEWTON-RAPHSON METHOD; OPTIMIZATION;

CONVEX OPTIMIZATION;

EID: 84859180670     PISSN: 10556788     EISSN: 10294937     Source Type: Journal    
DOI: 10.1080/10556788.2011.602076     Document Type: Article

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