On the use of the energy norm in trust-region and adaptive cubic regularization subproblems

DOI10.1007/s10589-017-9929-2zbMath1390.90511OpenAlexW2738491057MaRDI QIDQ1694391

Serge Gratton, El Houcine Bergou, Youssef Diouane

Publication date: 1 February 2018

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://oatao.univ-toulouse.fr/18728/1/Bergou_18728.pdf

zbMATH Keywords

unconstrained optimizationnonlinear optimizationtrust-region algorithmenergy normKrylov subspace methodsconjugate gradientline search algorithmadaptive regularized framework using cubics

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Related Items (12)

An improvement of adaptive cubic regularization method for unconstrained optimization problems ⋮ A Newton-like method with mixed factorizations and cubic regularization for unconstrained minimization ⋮ An adaptive regularization method in Banach spaces ⋮ A filter sequential adaptive cubic regularization algorithm for nonlinear constrained optimization ⋮ A sequential adaptive regularisation using cubics algorithm for solving nonlinear equality constrained optimization ⋮ A line-search algorithm inspired by the adaptive cubic regularization framework and complexity analysis ⋮ Accelerated Regularized Newton Methods for Minimizing Composite Convex Functions ⋮ Optimality of orders one to three and beyond: characterization and evaluation complexity in constrained nonconvex optimization ⋮ On the Complexity of an Inexact Restoration Method for Constrained Optimization ⋮ Large-scale unconstrained optimization using separable cubic modeling and matrix-free subspace minimization ⋮ On large-scale unconstrained optimization and arbitrary regularization ⋮ Trust-Region Newton-CG with Strong Second-Order Complexity Guarantees for Nonconvex Optimization

Uses Software

• GALAHAD
• minpack
• HSL-VF05

Cites Work

• Unnamed Item
• A trust region algorithm with a worst-case iteration complexity of \(\mathcal{O}(\epsilon ^{-3/2})\) for nonconvex optimization
• 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
• Stopping criteria for iterations in finite element methods
• Cubic regularization of Newton method and its global performance
• On the use of iterative methods in cubic regularization for unconstrained optimization
• Stopping criteria for iterative methods: applications to PDE's
• Convergence of a Regularized Euclidean Residual Algorithm for Nonlinear Least-Squares
• Numerical experience with a recursive trust-region method for multilevel nonlinear bound-constrained optimization
• Testing Unconstrained Optimization Software
• Trust Region Methods
• Solving the Trust-Region Subproblem using the Lanczos Method
• GALAHAD, a library of thread-safe Fortran 90 packages for large-scale nonlinear optimization
• A New Algorithm for Unconstrained Optimization
• Benchmarking optimization software with performance profiles.

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