An adaptive cubic regularization algorithm for nonconvex optimization with convex constraints and its function-evaluation complexity

IMA Journal of Numerical Analysis

Volumn 32, Issue 4, 2012, Pages 1662-1695

  Cartis, C ^a   Gould, N I M ^b   Toint, Ph L ^c  

^a UNIVERSITY OF EDINBURGH   (United Kingdom)

^b RUTHERFORD APPLETON LABORATORY   (United Kingdom)

^c UNIVERSITY OF NAMUR   (Belgium)

Author keywords

convex constraints; cubic regularization regularization; global convergence; nonlinear optimization; numerical algorithms; worst case complexity

Indexed keywords

NONLINEAR PROGRAMMING;

CONVEX CONSTRAINTS; CUBIC REGULARIZATION/ REGULARIZATION; GLOBAL CONVER-GENCE; NON-LINEAR OPTIMIZATION; NUMERICAL ALGORITHMS; WORST-CASE COMPLEXITY;

FUNCTION EVALUATION;

EID: 84867521936     PISSN: 02724979     EISSN: 14643642     Source Type: Journal    
DOI: 10.1093/imanum/drr035     Document Type: Article

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