On global minimizers of quadratic functions with cubic regularization
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Publication:2329649
Abstract: In this paper, we analyze some theoretical properties of the problem of minimizing a quadratic function with a cubic regularization term, arising in many methods for unconstrained and constrained optimization that have been proposed in the last years. First we show that, given any stationary point that is not a global solution, it is possible to compute, in closed form, a new point with a smaller objective function value. Then, we prove that a global minimizer can be obtained by computing a finite number of stationary points. Finally, we extend these results to the case where stationary conditions are approximately satisfied, discussing some possible algorithmic applications.
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Cited in
(8)- Cubic-regularization counterpart of a variable-norm trust-region method for unconstrained minimization
- New subspace minimization conjugate gradient methods based on regularization model for unconstrained optimization
- Several accelerated subspace minimization conjugate gradient methods based on regularization model and convergence rate analysis for nonconvex problems
- Cubic regularization of Newton method and its global performance
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