ARCq: a new adaptive regularization by cubics
From MaRDI portal
Publication:4638924
DOI10.1080/10556788.2017.1322080zbMath1397.90356OpenAlexW2619018971MaRDI QIDQ4638924
Publication date: 2 May 2018
Published in: Optimization Methods and Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556788.2017.1322080
unconstrained optimizationnonlinear optimizationtrust region algorithmsadaptive cubic regularization methods
Related Items (17)
A Unified Efficient Implementation of Trust-region Type Algorithms for Unconstrained Optimization ⋮ On the use of third-order models with fourth-order regularization for unconstrained optimization ⋮ Worst-Case Complexity of TRACE with Inexact Subproblem Solutions for Nonconvex Smooth Optimization ⋮ A Newton-like method with mixed factorizations and cubic regularization for unconstrained minimization ⋮ A filter sequential adaptive cubic regularization algorithm for nonlinear constrained optimization ⋮ Adaptive Third-Order Methods for Composite Convex Optimization ⋮ A sequential adaptive regularisation using cubics algorithm for solving nonlinear equality constrained optimization ⋮ On High-Order Multilevel Optimization Strategies ⋮ On Regularization and Active-set Methods with Complexity for Constrained Optimization ⋮ Accelerated Regularized Newton Methods for Minimizing Composite Convex Functions ⋮ Regional complexity analysis of algorithms for nonconvex smooth optimization ⋮ Second-order optimality and beyond: characterization and evaluation complexity in convexly constrained nonlinear optimization ⋮ A generalized worst-case complexity analysis for non-monotone line searches ⋮ Adaptive regularization with cubics on manifolds ⋮ Iteration and evaluation complexity for the minimization of functions whose computation is intrinsically inexact ⋮ On complexity and convergence of high-order coordinate descent algorithms for smooth nonconvex box-constrained minimization ⋮ Trust-Region Newton-CG with Strong Second-Order Complexity Guarantees for Nonconvex Optimization
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the convergence and worst-case complexity of trust-region and regularization methods for unconstrained optimization
- A trust region algorithm with a worst-case iteration complexity of \(\mathcal{O}(\epsilon ^{-3/2})\) for nonconvex optimization
- Worst-case evaluation complexity for unconstrained nonlinear optimization using high-order regularized models
- 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
- Julia: A Fresh Approach to Numerical Computing
- On the Complexity of Steepest Descent, Newton's and Regularized Newton's Methods for Nonconvex Unconstrained Optimization Problems
- Computing a Trust Region Step
- Computing in Operations Research Using Julia
- Recursive Trust-Region Methods for Multiscale Nonlinear Optimization
- A Modified Cholesky Algorithm Based on a Symmetric Indefinite Factorization
- Trust Region Methods
- Nonlinear stepsize control, trust regions and regularizations for unconstrained optimization
This page was built for publication: ARCq: a new adaptive regularization by cubics
