A trust region algorithm with adaptive cubic regularization methods for nonsmooth convex minimization
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Publication:429459
DOI10.1007/S10589-010-9363-1zbMATH Open1268.90048OpenAlexW1966397369MaRDI QIDQ429459FDOQ429459
Authors: Sha Lu, Lue Li, Zengxin Wei 
Publication date: 19 June 2012
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-010-9363-1
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- scientific article; zbMATH DE number 1559140
proximal methodtrust region methodMoreau-Yosida regularizationnonsmooth convex minimizationcubic overestimation model
Cites Work
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- Adaptive cubic regularisation methods for unconstrained optimization. I: Motivation, convergence and numerical results
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- A new trust region algorithm for nonsmooth convex minimization
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- An SQP algorithm for extended linear-quadratic problems in stochastic programming
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Cited In (21)
- Cubic-regularization counterpart of a variable-norm trust-region method for unconstrained minimization
- Sketched Newton--Raphson
- Second-order optimality and beyond: characterization and evaluation complexity in convexly constrained nonlinear optimization
- Cubic regularization in symmetric rank-1 quasi-Newton methods
- Optimality of orders one to three and beyond: characterization and evaluation complexity in constrained nonconvex optimization
- A Newton-like method with mixed factorizations and cubic regularization for unconstrained minimization
- Two modified adaptive cubic regularization algorithms by using the nonmonotone Armijo-type line search
- A memory gradient method for non-smooth convex optimization
- A trust region method for nonsmooth convex optimization
- A filter sequential adaptive cubic regularization algorithm for nonlinear constrained optimization
- Separable cubic modeling and a trust-region strategy for unconstrained minimization with impact in global optimization
- A Trust Region Method for Finding Second-Order Stationarity in Linearly Constrained Nonconvex Optimization
- An ODE-like nonmonotone method for nonsmooth convex optimization
- Multivariate spectral gradient algorithm for nonsmooth convex optimization problems
- Derivative-free separable quadratic modeling and cubic regularization for unconstrained optimization
- A new trust region algorithm for nonsmooth convex minimization
- A sequential adaptive regularisation using cubics algorithm for solving nonlinear equality constrained optimization
- Conjugate gradient type methods for the nondifferentiable convex minimization
- An efficient conjugate gradient method with strong convergence properties for non-smooth optimization
- Large-scale unconstrained optimization using separable cubic modeling and matrix-free subspace minimization
- A modified scaled memoryless BFGS preconditioned conjugate gradient algorithm for nonsmooth convex optimization
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