Regularized Newton method for unconstrained convex optimization

DOI10.1007/S10107-007-0143-3zbMATH Open1189.90121OpenAlexW2031623512MaRDI QIDQ1016344FDOQ1016344

Authors: Roman A. Polyak 

Publication date: 5 May 2009

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

Full work available at URL: https://doi.org/10.1007/s10107-007-0143-3

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zbMATH Keywords

neighborhood of the solutionquadratic rate

Mathematics Subject Classification ID

Convex programming (90C25) Methods of quasi-Newton type (90C53)

Cites Work

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Cited In (27)

• Enhanced local maximum-entropy approximation for stable meshfree simulations
• A two-step improved Newton method to solve convex unconstrained optimization problems
• A regularized Newton method without line search for unconstrained optimization
• A new regularized quasi-Newton method for unconstrained optimization
• Super-Universal Regularized Newton Method
• Complexity of the regularized Newton's method
• Truncated regularized Newton method for convex minimizations
• A hybrid inexact regularized Newton and negative curvature method
• The Levenberg-Marquardt-type methods for a kind of vertical complementarity problem
• Generalized self-concordant functions: a recipe for Newton-type methods
• Inexact Newton Regularization Using Conjugate Gradients as Inner Iteration
• On a global complexity bound of the Levenberg-marquardt method
• Convergence properties of the regularized Newton method for the unconstrained nonconvex optimization
• Learning feedback Nash strategies for nonlinear port-Hamiltonian systems
• A regularization of the Frank-Wolfe method and unification of certain nonlinear programming methods
• Local convergence analysis of a primal-dual method for bound-constrained optimization without SOSC
• Correction of nonmonotone trust region algorithm based on a modified diagonal regularized quasi-Newton method
• Pseudotransient continuation for combustion simulation with detailed reaction mechanisms
• Optimal Transport Approximation of 2-Dimensional Measures
• Hessian barrier algorithms for linearly constrained optimization problems
• Global complexity bound analysis of the Levenberg-Marquardt method for nonsmooth equations and its application to the nonlinear complementarity problem
• Gradient regularization of Newton method with Bregman distances
• A modified Newton direction for unconstrained optimization
• Newton-type Alternating Minimization Algorithm for Convex Optimization
• Regularized Newton Method with Global \({\boldsymbol{\mathcal{O}(1/{k}^2)}}\) Convergence
• Efficient regularized Newton-type algorithm for solving convex optimization problem
• An inexact proximal regularization method for unconstrained optimization

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