A cubic regularization algorithm for unconstrained optimization using line search and nonmonotone techniques
DOI10.1080/10556788.2016.1155213zbMATH Open1351.49040OpenAlexW2334809277MaRDI QIDQ2829572FDOQ2829572
Marco Sciandrone, Tommaso Bianconcini
Publication date: 8 November 2016
Published in: Optimization Methods \& Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556788.2016.1155213
global convergenceunconstrained optimizationcubic regularizationGoldstein's line searchnonmonotone globalization methods
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)
Cites Work
- GALAHAD, a library of thread-safe Fortran 90 packages for large-scale nonlinear optimization
- CUTEr and SifDec
- Solving the Trust-Region Subproblem using the Lanczos Method
- Benchmarking optimization software with performance profiles.
- The Barzilai and Borwein Gradient Method for the Large Scale Unconstrained Minimization Problem
- Title not available (Why is that?)
- Trust Region Methods
- A Nonmonotone Line Search Technique for Newtonβs Method
- On the Complexity of Steepest Descent, Newton's and Regularized Newton's Methods for Nonconvex Unconstrained Optimization Problems
- Nonmonotonic trust region algorithm
- Nonlinear stepsize control, trust regions and regularizations for unconstrained optimization
- A truncated Newton method with non-monotone line search for unconstrained 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
- Nonmonotone globalization techniques for the Barzilai-Borwein gradient method
- Cubic regularization of Newton method and its global performance
- Accelerated conjugate gradient algorithm with finite difference Hessian/vector product approximation for unconstrained optimization
- Interior-point methods for nonconvex nonlinear programming: cubic regularization
- Updating the regularization parameter in the adaptive cubic regularization algorithm
- On the use of iterative methods in cubic regularization for unconstrained optimization
- Separable cubic modeling and a trust-region strategy for unconstrained minimization with impact in global optimization
- Cubic overestimation and secant updating for unconstrained optimization ofC2, 1functions
Cited In (13)
- An efficient nonmonotone adaptive cubic regularization method with line search for unconstrained optimization problem
- Cubic regularization in symmetric rank-1 quasi-Newton methods
- Two modified adaptive cubic regularization algorithms by using the nonmonotone Armijo-type line search
- On Regularization and Active-set Methods with Complexity for Constrained Optimization
- Title not available (Why is that?)
- A cubic regularization of Newton's method with finite difference Hessian approximations
- An adaptive regularization method in Banach spaces
- A filter sequential adaptive cubic regularization algorithm for nonlinear constrained optimization
- New subspace minimization conjugate gradient methods based on regularization model for unconstrained optimization
- An improvement of adaptive cubic regularization method for unconstrained optimization problems
- On global minimizers of quadratic functions with cubic regularization
- A fast and simple modification of Newton's method avoiding saddle points
- A sequential adaptive regularisation using cubics algorithm for solving nonlinear equality constrained optimization
Recommendations
- An efficient nonmonotone adaptive cubic regularization method with line search for unconstrained optimization problem π π
- On the use of iterative methods in cubic regularization for unconstrained optimization π π
- Title not available (Why is that?) π π
- Two modified adaptive cubic regularization algorithms by using the nonmonotone Armijo-type line search π π
- A line-search algorithm inspired by the adaptive cubic regularization framework and complexity analysis π π
- A nonmonotone line search method and its convergence for unconstrained optimization π π
- A non-monotone line search algorithm for unconstrained optimization π π
- An improvement of adaptive cubic regularization method for unconstrained optimization problems π π
- Interior-point methods for nonconvex nonlinear programming: cubic regularization π π
- A Nonmonotone Line Search Technique and Its Application to Unconstrained Optimization π π
This page was built for publication: A cubic regularization algorithm for unconstrained optimization using line search and nonmonotone techniques
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2829572)