On global minimizers of quadratic functions with cubic regularization

DOI10.1007/S11590-018-1316-0zbMath1434.90150arXiv1711.01303OpenAlexW3099634386WikidataQ129344438 ScholiaQ129344438MaRDI QIDQ2329649

Andrea Cristofari, Stefano Lucidi, Tayebeh Dehghan Niri

Publication date: 18 October 2019

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1711.01303

zbMATH Keywords

unconstrained optimizationglobal minimacubic regularization

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Quadratic programming (90C20)

Related Items (3)

Two modified adaptive cubic regularization algorithms by using the nonmonotone Armijo-type line search ⋮ New subspace minimization conjugate gradient methods based on regularization model for unconstrained optimization ⋮ Several accelerated subspace minimization conjugate gradient methods based on regularization model and convergence rate analysis for nonconvex problems

Uses Software

• CUTEst

Cites Work

• Interior-point methods for nonconvex nonlinear programming: cubic regularization
• Worst-case evaluation complexity for unconstrained nonlinear optimization using high-order regularized models
• Adaptive cubic regularisation methods for unconstrained optimization. I: Motivation, convergence and numerical results
• Adaptive cubic regularisation methods for unconstrained optimization. II: Worst-case function- and derivative-evaluation complexity
• Updating the regularization parameter in the adaptive cubic regularization algorithm
• Accelerating the cubic regularization of Newton's method on convex problems
• CUTEst: a constrained and unconstrained testing environment with safe threads for mathematical optimization
• Cubic regularization of Newton method and its global performance
• On the use of iterative methods in cubic regularization for unconstrained optimization
• A cubic regularization algorithm for unconstrained optimization using line search and nonmonotone techniques
• On Some Properties of Quadratic Programs with a Convex Quadratic Constraint
• Trust Region Methods
• An adaptive cubic regularization algorithm for nonconvex optimization with convex constraints and its function-evaluation complexity
• Strong local convergence properties of adaptive regularized methods for nonlinear least squares
• Affine conjugate adaptive Newton methods for nonlinear elastomechanics
• Benchmarking optimization software with performance profiles.

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