A note on inexact gradient and Hessian conditions for cubic regularized Newton's method
DOI10.1016/J.ORL.2019.01.009zbMATH Open1476.90352OpenAlexW2912642813WikidataQ128411331 ScholiaQ128411331MaRDI QIDQ2294286FDOQ2294286
Authors: Yanyan Li 
Publication date: 10 February 2020
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.orl.2019.01.009
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Numerical optimization and variational techniques (65K10) Nonconvex programming, global optimization (90C26) Methods of quasi-Newton type (90C53) Newton-type methods (49M15)
Cites Work
- 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
- Cubic regularization of Newton method and its global performance
- An adaptive cubic regularization algorithm for nonconvex optimization with convex constraints and its function-evaluation complexity
- Complexity bounds for second-order optimality in unconstrained optimization
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