Adaptive cubic regularisation methods for unconstrained optimization. I: Motivation, convergence and numerical results
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global convergencenonlinear optimizationunconstrained optimizationlocal convergenceNewton's methodtrust-region methodscubic regularization
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Iterative numerical methods for linear systems (65F10) Newton-type methods (49M15) Numerical computation of solutions to single equations (65H05) Implicit function theorems; global Newton methods on manifolds (58C15)
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- scientific article; zbMATH DE number 961607 (Why is no real title available?)
- A Characterization of Superlinear Convergence and Its Application to Quasi-Newton Methods
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Cited in
(only showing first 100 items - show all)- On high-order model regularization for multiobjective optimization
- Complexity analysis of a trust funnel algorithm for equality constrained optimization
- A decentralized smoothing quadratic regularization algorithm for composite consensus optimization with non-Lipschitz singularities
- Faster Riemannian Newton-type optimization by subsampling and cubic regularization
- Cubic-regularization counterpart of a variable-norm trust-region method for unconstrained minimization
- On a multilevel Levenberg-Marquardt method for the training of artificial neural networks and its application to the solution of partial differential equations
- Solving Large-Scale Cubic Regularization by a Generalized Eigenvalue Problem
- On High-order Model Regularization for Constrained Optimization
- An efficient nonmonotone adaptive cubic regularization method with line search for unconstrained optimization problem
- Super-Universal Regularized Newton Method
- Parameter-free accelerated gradient descent for nonconvex minimization
- Nonlinear stepsize control, trust regions and regularizations for unconstrained optimization
- Error estimates for iterative algorithms for minimizing regularized quadratic subproblems
- A Riemannian dimension-reduced second-order method with application in sensor network localization
- Second-order optimality and beyond: characterization and evaluation complexity in convexly constrained nonlinear optimization
- A line-search algorithm inspired by the adaptive cubic regularization framework and complexity analysis
- Convergence Properties of an Objective-Function-Free Optimization Regularization Algorithm, Including an \(\boldsymbol{\mathcal{O}(\epsilon^{-3/2})}\) Complexity Bound
- Complexity analysis of second-order line-search algorithms for smooth nonconvex optimization
- Relaxing Kink Qualifications and Proving Convergence Rates in Piecewise Smooth Optimization
- A Unified Efficient Implementation of Trust-region Type Algorithms for Unconstrained Optimization
- Cubic regularization of Newton method and its global performance
- 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
- \(\rho\)-regularization subproblems: strong duality and an eigensolver-based algorithm
- First-Order Methods for Nonconvex Quadratic Minimization
- Cubic overestimation and secant updating for unconstrained optimization of \(C^{2,1}\) functions
- Sample average approximation with sparsity-inducing penalty for high-dimensional stochastic programming
- A Newton-like method with mixed factorizations and cubic regularization for unconstrained minimization
- Preconditioning and globalizing conjugate gradients in dual space for quadratically penalized nonlinear-least squares problems
- Evaluation complexity of adaptive cubic regularization methods for convex unconstrained optimization
- Gradient descent in the absence of global Lipschitz continuity of the gradients
- Inexact tensor methods and their application to stochastic convex optimization
- Folded concave penalized sparse linear regression: sparsity, statistical performance, and algorithmic theory for local solutions
- Two modified adaptive cubic regularization algorithms by using the nonmonotone Armijo-type line search
- A Newton-like trust region method for large-scale unconstrained nonconvex minimization
- Certification of real inequalities: templates and sums of squares
- A new regularized quasi-Newton algorithm for unconstrained optimization
- On the complexity of finding first-order critical points in constrained nonlinear optimization
- Accelerated methods for nonconvex optimization
- The use of quadratic regularization with a cubic descent condition for unconstrained optimization
- A Newton-based method for nonconvex optimization with fast evasion of saddle points
- On the worst-case complexity of nonlinear stepsize control algorithms for convex unconstrained optimization
- Local convergence of tensor methods
- Projected adaptive cubic regularization algorithm with derivative-free filter technique for box constrained optimization
- A cubic regularization of Newton's method with finite difference Hessian approximations
- Regional complexity analysis of algorithms for nonconvex smooth optimization
- Set-limited functions and polynomial-time interior-point methods
- An adaptive cubic regularization algorithm for nonconvex optimization with convex constraints and its function-evaluation complexity
- Worst-Case Complexity of TRACE with Inexact Subproblem Solutions for Nonconvex Smooth Optimization
- On complexity and convergence of high-order coordinate descent algorithms for smooth nonconvex box-constrained minimization
- Scalable adaptive cubic regularization methods
- A smoothing SQP framework for a class of composite L_q minimization over polyhedron
- Global convergence rate analysis of unconstrained optimization methods based on probabilistic models
- A note on inexact gradient and Hessian conditions for cubic regularized Newton's method
- Gradient descent finds the cubic-regularized nonconvex Newton step
- Newton-type methods for non-convex optimization under inexact Hessian information
- A new complexity metric for nonconvex rank-one generalized matrix completion
- Minimizing uniformly convex functions by cubic regularization of Newton method
- A branch and bound algorithm for the global optimization of Hessian Lipschitz continuous functions
- An interior affine scaling cubic regularization algorithm for derivative-free optimization subject to bound constraints
- Algebraic rules for quadratic regularization of Newton's method
- A cubic regularization algorithm for unconstrained optimization using line search and nonmonotone techniques
- Smoothness parameter of power of Euclidean norm
- Adaptive cubic regularisation methods for unconstrained optimization. II: Worst-case function- and derivative-evaluation complexity
- Correction of nonmonotone trust region algorithm based on a modified diagonal regularized quasi-Newton method
- On high-order multilevel optimization strategies
- Adaptive quadratically regularized Newton method for Riemannian optimization
- Adaptive regularization with cubics on manifolds
- Interior-point methods for nonconvex nonlinear programming: cubic regularization
- Sketched Newton-Raphson
- Stochastic analysis of an adaptive cubic regularization method under inexact gradient evaluations and dynamic Hessian accuracy
- Separable cubic modeling and a trust-region strategy for unconstrained minimization with impact in global optimization
- A new augmented Lagrangian method for equality constrained optimization with simple unconstrained subproblem
- A filter sequential adaptive cubic regularization algorithm for nonlinear constrained optimization
- New subspace minimization conjugate gradient methods based on regularization model for unconstrained optimization
- An accelerated first-order method with complexity analysis for solving cubic regularization subproblems
- On solving trust-region and other regularised subproblems in optimization
- Updating the regularization parameter in the adaptive cubic regularization algorithm
- Structured Quasi-Newton Methods for Optimization with Orthogonality Constraints
- Smoothing quadratic regularization method for hemivariational inequalities
- 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
- Several accelerated subspace minimization conjugate gradient methods based on regularization model and convergence rate analysis for nonconvex problems
- An inexact ℓ1penalty SQP algorithm for PDE-constrained optimization with an application to shape optimization in linear elasticity
- ARC\(_q\): a new adaptive regularization by cubics
- An adaptive conic cubic overestimation method for unconstrained optimization
- Implementable tensor methods in unconstrained convex optimization
- Quadratic regularization methods with finite-difference gradient approximations
- A trust region algorithm with adaptive cubic regularization methods for nonsmooth convex minimization
- On global minimizers of quadratic functions with cubic regularization
- Convergent least-squares optimization methods for variational data assimilation
- An improvement of adaptive cubic regularization method for unconstrained optimization problems
- A Newton-CG based barrier-augmented Lagrangian method for general nonconvex conic optimization
- Optimal control of static contact in finite strain elasticity
- Gradient regularization of Newton method with Bregman distances
- A fast and simple modification of Newton's method avoiding saddle points
- Combining stochastic adaptive cubic regularization with negative curvature for nonconvex optimization
- On proximal gradient method for the convex problems regularized with the group reproducing kernel norm
- Cubic regularization methods with second-order complexity guarantee based on a new subproblem reformulation
- Derivative-free separable quadratic modeling and cubic regularization for unconstrained optimization
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