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

DOI10.1007/s10107-014-0794-9zbMath1319.90065OpenAlexW2043409612MaRDI 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 optimizationglobal convergencemultiobjective optimizationregularization methodsworst-case complexitytrust-region methodscomposite nonsmooth optimization

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Numerical mathematical programming methods (65K05) Abstract computational complexity for mathematical programming problems (90C60) Multi-objective and goal programming (90C29) Nonlinear programming (90C30) Newton-type methods (49M15) Numerical methods based on nonlinear programming (49M37)

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