On the convergence and worst-case complexity of trust-region and regularization methods for unconstrained optimization

Mathematical Programming

Volumn 152, Issue 1-2, 2015, Pages 491-520

  Grapiglia, Geovani N ^a,b   Yuan, Jinyun ^a   Yuan, Ya xiang ^c  

^a FEDERAL UNIVERSITY OF PARANÁ   (Brazil)

^b MINISTRY OF EDUCATION OF BRAZIL   (Brazil)

^c INSTITUTE OF COMPUTATIONAL MATHEMATICS AND SCIENTIFIC ENGINEERING COMPUTING   (China)

Author keywords

Composite nonsmooth optimization; Global convergence; Multiobjective optimization; Regularization methods; Trust region methods; Unconstrained Optimization; Worst case complexity

Indexed keywords

ALGORITHMS; ITERATIVE METHODS; OPTIMIZATION;

GLOBAL CONVER-GENCE; NONSMOOTH OPTIMIZATION; REGULARIZATION METHODS; TRUST-REGION METHODS; UNCONSTRAINED OPTIMIZATION; WORST-CASE COMPLEXITY;

MULTIOBJECTIVE OPTIMIZATION;

EID: 84937967811     PISSN: 00255610     EISSN: 14364646     Source Type: Journal    
DOI: 10.1007/s10107-014-0794-9     Document Type: Article

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