On the convergence and worst-case complexity of trust-region and regularization methods for unconstrained optimization

DOI10.1007/s10107-014-0794-9zbMath1319.90065MaRDI QIDQ494338

Jin Yun Yuan, Ya-Xiang Yuan, Geovani Nunes Grapiglia

Publication date: 31 August 2015

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-014-0794-9

zbMATH Keywords

unconstrained optimization; global convergence; multiobjective optimization; regularization methods; worst-case complexity; trust-region methods; composite nonsmooth optimization

Mathematics Subject Classification ID

68Q25: Analysis of algorithms and problem complexity

65K05: Numerical mathematical programming methods

90C60: Abstract computational complexity for mathematical programming problems

90C29: Multi-objective and goal programming

90C30: Nonlinear programming

49M15: Newton-type methods

49M37: Numerical methods based on nonlinear programming

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