Newton-type methods for non-convex optimization under inexact Hessian information (Q2205970): Difference between revisions

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English	Newton-type methods for non-convex optimization under inexact Hessian information	scientific article

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scholarly article

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Newton-type methods for non-convex optimization under inexact Hessian information (English)

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Mathematical Programming. Series A. Series B

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publication date

21 October 2020

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full work available at URL

https://arxiv.org/abs/1708.07164

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zbMATH Keywords

non-convex optimization

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inexact Hessian

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trust region

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cubic regularization

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randomized numerical linear algebra

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describes a project that uses

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MaRDI publication profile

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Finding approximate local minima faster than gradient descent

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Convergence of Trust-Region Methods Based on Probabilistic Models

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The Fitting of Power Series, Meaning Polynomials, Illustrated on Band-Spectroscopic Data

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On the use of iterative methods in cubic regularization for unconstrained optimization

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Optimization Methods for Large-Scale Machine Learning

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Gradient Descent Finds the Cubic-Regularized Nonconvex Newton Step

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On the Complexity of Steepest Descent, Newton's and Regularized Newton's Methods for Nonconvex Unconstrained Optimization Problems

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Adaptive cubic regularisation methods for unconstrained optimization. I: Motivation, convergence and numerical results

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

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Complexity bounds for second-order optimality in unconstrained optimization

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Evaluation complexity of adaptive cubic regularization methods for convex unconstrained optimization

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Global convergence rate analysis of unconstrained optimization methods based on probabilistic models

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Stochastic optimization using a trust-region method and random models

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Global Convergence of General Derivative-Free Trust-Region Algorithms to First- and Second-Order Critical Points

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A trust region algorithm with a worst-case iteration complexity of \(\mathcal{O}(\epsilon ^{-3/2})\) for nonconvex optimization

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A Characterization of Superlinear Convergence and Its Application to Quasi-Newton Methods

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Iterative Methods for Finding a Trust-region Step

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The elements of statistical learning. Data mining, inference, and prediction

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Solving the Trust-Region Subproblem using the Lanczos Method

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On solving trust-region and other regularised subproblems in optimization

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On the worst-case complexity of nonlinear stepsize control algorithms for convex unconstrained optimization

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A recursive Formula-trust-region method for bound-constrained nonlinear optimization

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Complexity and global rates of trust-region methods based on probabilistic models

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Recursive Trust-Region Methods for Multiscale Nonlinear Optimization

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A linear-time algorithm for trust region problems

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Estimating the Largest Eigenvalue by the Power and Lanczos Algorithms with a Random Start

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Stochastic derivative-free optimization using a trust region framework

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<tt>trlib</tt>: a vector-free implementation of the GLTR method for iterative solution of the trust region problem

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Randomized Algorithms for Matrices and Data

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Computing a Trust Region Step

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Accelerating the cubic regularization of Newton's method on convex problems

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Cubic regularization of Newton method and its global performance

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Data completion and stochastic algorithms for PDE inversion problems with many measurements

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Stochastic Algorithms for Inverse Problems Involving PDEs and many Measurements

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Sub-sampled Newton methods

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Assessing Stochastic Algorithms for Large Scale Nonlinear Least Squares Problems Using Extremal Probabilities of Linear Combinations of Gamma Random Variables

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Understanding Machine Learning

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ASTRO-DF: A Class of Adaptive Sampling Trust-Region Algorithms for Derivative-Free Stochastic Optimization

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Minimization of a Large-Scale Quadratic FunctionSubject to a Spherical Constraint

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Newton’s Method with a Model Trust Region Modification

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The Conjugate Gradient Method and Trust Regions in Large Scale Optimization

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User-friendly tail bounds for sums of random matrices

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An Introduction to Matrix Concentration Inequalities

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Computational Advertising: Techniques for Targeting Relevant Ads

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Identifiers

zbMATH Open document ID

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10.1007/s10107-019-01405-z

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Mathematics(1 entry)

mardi Publication:2205970

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