The use of quadratic regularization with a cubic descent condition for unconstrained optimization
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Cites work
- scientific article; zbMATH DE number 852532 (Why is no real title available?)
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Cited in
(39)- On high-order model regularization for multiobjective optimization
- The spherical quadratic steepest descent (SQSD) method for unconstrained minimization with no explicit line searches
- Cubic-regularization counterpart of a variable-norm trust-region method for unconstrained minimization
- Augmented Lagrangians with constrained subproblems and convergence to second-order stationary points
- On High-order Model Regularization for Constrained Optimization
- Regularized methods via cubic model subspace minimization for nonconvex optimization
- A line-search algorithm inspired by the adaptive cubic regularization framework and complexity analysis
- Complexity analysis of second-order line-search algorithms for smooth nonconvex optimization
- Cubic regularization of Newton method and its global performance
- A Newton-like method with mixed factorizations and cubic regularization for unconstrained minimization
- Universal Regularization Methods: Varying the Power, the Smoothness and the Accuracy
- A cubic regularization of Newton's method with finite difference Hessian approximations
- Regional complexity analysis of algorithms for nonconvex smooth optimization
- Worst-Case Complexity of TRACE with Inexact Subproblem Solutions for Nonconvex Smooth Optimization
- Accelerated regularized Newton methods for minimizing composite convex functions
- A generalized worst-case complexity analysis for non-monotone line searches
- A decoupled first/second-order steps technique for nonconvex nonlinear unconstrained optimization with improved complexity bounds
- Optimality condition and complexity analysis for linearly-constrained optimization without differentiability on the boundary
- On the worst-case evaluation complexity of non-monotone line search algorithms
- Adaptive quadratically regularized Newton method for Riemannian optimization
- A concise and friendly introduction to the analysis of algorithms for continuous nonlinear optimization
- On the quadratic convergence of the cubic regularization method under a local error bound condition
- A Newton-CG algorithm with complexity guarantees for smooth unconstrained optimization
- On global minimizers of quadratic functions with cubic regularization
- A Newton-CG based barrier-augmented Lagrangian method for general nonconvex conic optimization
- A nonlinear conjugate gradient method with complexity guarantees and its application to nonconvex regression
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- Convergence and evaluation-complexity analysis of a regularized tensor-Newton method for solving nonlinear least-squares problems
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- A note on the worst-case complexity of nonlinear stepsize control methods for convex smooth unconstrained optimization
- On large-scale unconstrained optimization and arbitrary regularization
- On regularization and active-set methods with complexity for constrained optimization
- On the use of third-order models with fourth-order regularization for unconstrained optimization
- A concise second-order complexity analysis for unconstrained optimization using high-order regularized models
- On the complexity of an inexact restoration method for constrained optimization
- A Newton-CG Based Barrier Method for Finding a Second-Order Stationary Point of Nonconvex Conic Optimization with Complexity Guarantees
- Regularized Newton Method with Global \({\boldsymbol{\mathcal{O}(1/{k}^2)}}\) Convergence
- A Newton-CG Based Augmented Lagrangian Method for Finding a Second-Order Stationary Point of Nonconvex Equality Constrained Optimization with Complexity Guarantees
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