A Newton-CG algorithm with complexity guarantees for smooth unconstrained optimization

DOI10.1007/S10107-019-01362-7zbMath1448.90081arXiv1803.02924OpenAlexW2963900797WikidataQ128532682 ScholiaQ128532682MaRDI QIDQ2297654

Yanyan Li

Publication date: 20 February 2020

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1803.02924

zbMATH Keywords

unconstrained optimizationNewton's methodconjugate gradient methodsecond-order optimality conditionsfirst-order optimality conditionsworst-case complexitysmooth nonconvex optimization

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Abstract computational complexity for mathematical programming problems (90C60) Nonconvex programming, global optimization (90C26) Numerical optimization and variational techniques (65K10) Methods of quasi-Newton type (90C53) Iterative numerical methods for linear systems (65F10)

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