Regularized Newton methods for minimizing functions with Hölder continuous Hessians

SIAM Journal on Optimization

Volumn 27, Issue 1, 2017, Pages 478-506

  Grapiglia, G N ^a   Nesterov, Yu ^b,c  

^a FEDERAL UNIVERSITY OF PARANÁ   (Brazil)

^b UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

^c NATIONAL RESEARCH UNIVERSITY HIGHER SCHOOL OF ECONOMICS   (Russian Federation)

Author keywords

H lder condition; Second order methods; Unconstrained minimization; Worst case global complexity bounds

Indexed keywords

COMPUTER SCIENCE; SOFTWARE ENGINEERING;

ACCEPTANCE CRITERIA; COMPLEXITY ESTIMATES; CURRENT FUNCTION; GLOBAL COMPLEXITY BOUNDS; OBJECTIVE FUNCTIONS; REGULARIZED NEWTON METHOD; SECOND-ORDER METHODS; UNCONSTRAINED MINIMIZATION;

NEWTON-RAPHSON METHOD;

EID: 85021161662     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/16M1087801     Document Type: Article

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