A cubic regularization of Newton's method with finite difference Hessian approximations
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Publication:2138398
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Cites work
- scientific article; zbMATH DE number 1049347 (Why is no real title available?)
- A Nonmonotone Line Search Technique and Its Application to Unconstrained Optimization
- A Nonmonotone Line Search Technique for Newton’s Method
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- A line-search algorithm inspired by the adaptive cubic regularization framework and complexity analysis
- A note on inexact gradient and Hessian conditions for cubic regularized Newton's method
- 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
- Adaptive cubic regularization methods with dynamic inexact Hessian information and applications to finite-sum minimization
- An improvement of adaptive cubic regularization method for unconstrained optimization problems
- Cubic regularization of Newton method and its global performance
- Cubic-regularization counterpart of a variable-norm trust-region method for unconstrained minimization
- Fast derivatives of likelihood functionals for ODE based models using adjoint-state method
- Lower bounds for finding stationary points I
- On the complexity of steepest descent, Newton's and regularized Newton's methods for nonconvex unconstrained optimization problems
- On the oracle complexity of first-order and derivative-free algorithms for smooth nonconvex minimization
- On the worst-case evaluation complexity of non-monotone line search algorithms
- Regularized Newton methods for minimizing functions with Hölder continuous hessians
- Testing Unconstrained Optimization Software
- The use of quadratic regularization with a cubic descent condition for unconstrained optimization
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Cited in
(9)- Accelerating the cubic regularization of Newton's method on convex problems
- Quadratic regularization methods with finite-difference gradient approximations
- Cubic-regularization counterpart of a variable-norm trust-region method for unconstrained minimization
- Stochastic analysis of an adaptive cubic regularization method under inexact gradient evaluations and dynamic Hessian accuracy
- Gradient descent finds the cubic-regularized nonconvex Newton step
- Cubic overestimation and secant updating for unconstrained optimization of \(C^{2,1}\) functions
- Stochastic variance-reduced cubic regularization methods
- Adaptive cubic regularization methods with dynamic inexact Hessian information and applications to finite-sum minimization
- A note on inexact gradient and Hessian conditions for cubic regularized Newton's method
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