A cubic regularization of Newton's method with finite difference Hessian approximations
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Publication:2138398
DOI10.1007/S11075-021-01200-YzbMATH Open1492.65166OpenAlexW3205980973WikidataQ114224288 ScholiaQ114224288MaRDI QIDQ2138398FDOQ2138398
Authors: Yanyan Li 
Publication date: 11 May 2022
Published in: Numerical Algorithms (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11075-021-01200-y
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Cites Work
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- On the worst-case evaluation complexity of non-monotone line search algorithms
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- 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
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- Adaptive cubic regularization methods with dynamic inexact Hessian information and applications to finite-sum minimization
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Cited In (9)
- Cubic-regularization counterpart of a variable-norm trust-region method for unconstrained minimization
- Cubic overestimation and secant updating for unconstrained optimization of \(C^{2,1}\) functions
- Gradient descent finds the cubic-regularized nonconvex Newton step
- A note on inexact gradient and Hessian conditions for cubic regularized Newton's method
- Stochastic analysis of an adaptive cubic regularization method under inexact gradient evaluations and dynamic Hessian accuracy
- Quadratic regularization methods with finite-difference gradient approximations
- Adaptive cubic regularization methods with dynamic inexact Hessian information and applications to finite-sum minimization
- Accelerating the cubic regularization of Newton's method on convex problems
- Stochastic variance-reduced cubic regularization methods
Uses Software
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