Newton-type methods for non-convex optimization under inexact Hessian information

DOI10.1007/s10107-019-01405-zzbMath1451.90134arXiv1708.07164MaRDI QIDQ2205970

Yanyan Li

Publication date: 21 October 2020

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

Full work available at URL: https://arxiv.org/abs/1708.07164

zbMATH Keywords

non-convex optimization; trust region; cubic regularization; randomized numerical linear algebra; inexact Hessian

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C06: Large-scale problems in mathematical programming

90C26: Nonconvex programming, global optimization

90C53: Methods of quasi-Newton type

Uses Software

• GQTPAR
• trlib
• ASTRO-DF
• HSL-VF05
• RandNLA