Regularized Newton method for unconstrained convex optimization

DOI10.1007/s10107-007-0143-3zbMath1189.90121MaRDI QIDQ1016344

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

zbMATH Keywords

neighborhood of the solution; quadratic rate

Mathematics Subject Classification ID

90C25: Convex programming

90C53: Methods of quasi-Newton type

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Cites Work

• Nondifferentiable optimization and polynomial problems
• Cubic regularization of Newton method and its global performance
• An Algorithm for Least-Squares Estimation of Nonlinear Parameters
• A method for the solution of certain non-linear problems in least squares
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