Adaptive cubic regularisation methods for unconstrained optimization. II: Worst-case function- and derivative-evaluation complexity
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Publication:652287
DOI10.1007/S10107-009-0337-YzbMATH Open1229.90193OpenAlexW1994974865WikidataQ58185744 ScholiaQ58185744MaRDI QIDQ652287FDOQ652287
Authors: Coralia Cartis, Nicholas I. M. Gould, Philippe L. Toint 
Publication date: 14 December 2011
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-009-0337-y
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Cited In (only showing first 100 items - show all)
- Cubic-regularization counterpart of a variable-norm trust-region method for unconstrained minimization
- Solving Large-Scale Cubic Regularization by a Generalized Eigenvalue Problem
- On High-order Model Regularization for Constrained Optimization
- 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
- Complexity analysis of second-order line-search algorithms for smooth nonconvex optimization
- Cubic regularization in symmetric rank-1 quasi-Newton methods
- On a global complexity bound of the Levenberg-marquardt method
- Optimality of orders one to three and beyond: characterization and evaluation complexity in constrained nonconvex optimization
- Cubic overestimation and secant updating for unconstrained optimization of \(C^{2,1}\) functions
- A Newton-like method with mixed factorizations and cubic regularization for unconstrained minimization
- Evaluation complexity of adaptive cubic regularization methods for convex unconstrained optimization
- Worst case complexity of direct search
- Worst case complexity of direct search under convexity
- Structured nonconvex and nonsmooth optimization: algorithms and iteration complexity analysis
- The use of quadratic regularization with a cubic descent condition for unconstrained optimization
- A new regularized quasi-Newton algorithm for unconstrained optimization
- On the complexity of finding first-order critical points in constrained nonlinear optimization
- On the worst-case complexity of nonlinear stepsize control algorithms for convex unconstrained optimization
- A derivative-free trust-region algorithm for composite nonsmooth optimization
- Concise complexity analyses for trust region methods
- An adaptive cubic regularization algorithm for nonconvex optimization with convex constraints and its function-evaluation complexity
- Regional complexity analysis of algorithms for nonconvex smooth optimization
- Worst-case complexity bounds of directional direct-search methods for multiobjective optimization
- On complexity and convergence of high-order coordinate descent algorithms for smooth nonconvex box-constrained minimization
- 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
- An interior affine scaling cubic regularization algorithm for derivative-free optimization subject to bound constraints
- Optimality condition and complexity analysis for linearly-constrained optimization without differentiability on the boundary
- A cubic regularization algorithm for unconstrained optimization using line search and nonmonotone techniques
- Algebraic rules for quadratic regularization of Newton's method
- Global complexity bound of the inexact Levenberg-Marquardt method
- On the worst-case evaluation complexity of non-monotone line search algorithms
- Adaptive cubic regularisation methods for unconstrained optimization. I: Motivation, convergence and numerical results
- Trust-region methods without using derivatives: worst case complexity and the nonsmooth case
- Global complexity bound of the Levenberg-Marquardt method
- Interior-point methods for nonconvex nonlinear programming: cubic regularization
- 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
- ARC\(_q\): a new adaptive regularization by cubics
- Updating the regularization parameter in the adaptive cubic regularization algorithm
- An improvement of adaptive cubic regularization method for unconstrained optimization problems
- Global complexity bound analysis of the Levenberg-Marquardt method for nonsmooth equations and its application to the nonlinear complementarity problem
- A trust region algorithm with adaptive cubic regularization methods for nonsmooth convex minimization
- Worst-case evaluation complexity of regularization methods for smooth unconstrained optimization using Hölder continuous gradients
- Evaluation complexity for nonlinear constrained optimization using unscaled KKT conditions and high-order models
- A note on the worst-case complexity of nonlinear stepsize control methods for convex smooth unconstrained optimization
- Convergence and evaluation-complexity analysis of a regularized tensor-Newton method for solving nonlinear least-squares problems
- On regularization and active-set methods with complexity for constrained optimization
- On the convergence and worst-case complexity of trust-region and regularization methods for unconstrained optimization
- Worst-case evaluation complexity of non-monotone gradient-related algorithms for unconstrained optimization
- A concise second-order complexity analysis for unconstrained optimization using high-order regularized models
- On the Evaluation Complexity of Constrained Nonlinear Least-Squares and General Constrained Nonlinear Optimization Using Second-Order Methods
- Recent advances in trust region algorithms
- Nonlinear stepsize control algorithms: complexity bounds for first- and second-order optimality
- 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
- Complexity analysis of interior point algorithms for non-Lipschitz and nonconvex minimization
- On the use of the energy norm in trust-region and adaptive cubic regularization subproblems
- Recent Theoretical Advances in Non-Convex Optimization
- A second-order globally convergent direct-search method and its worst-case complexity
- On the complexity of an inexact restoration method for constrained optimization
- On the use of iterative methods in cubic regularization for unconstrained optimization
- On the complexity of solving feasibility problems with regularized models
- Stochastic variance-reduced cubic regularization methods
- \texttt{trlib}: a vector-free implementation of the GLTR method for iterative solution of the trust region problem
- A trust region method for finding second-order stationarity in linearly constrained nonconvex optimization
- On the Quadratic Convergence of the Cubic Regularization Method under a Local Error Bound Condition
- Convergence Properties of an Objective-Function-Free Optimization Regularization Algorithm, Including an \(\boldsymbol{\mathcal{O}(\epsilon^{-3/2})}\) Complexity Bound
- First-Order Methods for Nonconvex Quadratic Minimization
- Universal Regularization Methods: Varying the Power, the Smoothness and the Accuracy
- Two modified adaptive cubic regularization algorithms by using the nonmonotone Armijo-type line search
- A Newton-based method for nonconvex optimization with fast evasion of saddle points
- Sharp worst-case evaluation complexity bounds for arbitrary-order nonconvex optimization with inexpensive constraints
- 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
- Accelerated regularized Newton methods for minimizing composite convex functions
- Gradient descent finds the cubic-regularized nonconvex Newton step
- A note on inexact gradient and Hessian conditions for cubic regularized Newton's method
- Newton-type methods for non-convex optimization under inexact Hessian information
- A generalized worst-case complexity analysis for non-monotone line searches
- Minimizing uniformly convex functions by cubic regularization of Newton method
- A decoupled first/second-order steps technique for nonconvex nonlinear unconstrained optimization with improved complexity bounds
- On high-order multilevel optimization strategies
- Smoothness parameter of power of Euclidean norm
- Adaptive regularization with cubics on manifolds
- Stochastic analysis of an adaptive cubic regularization method under inexact gradient evaluations and dynamic Hessian accuracy
- Trust-region Newton-CG with strong second-order complexity guarantees for nonconvex optimization
- A filter sequential adaptive cubic regularization algorithm for nonlinear constrained optimization
- Structured Quasi-Newton Methods for Optimization with Orthogonality Constraints
- New subspace minimization conjugate gradient methods based on regularization model for unconstrained optimization
- Several accelerated subspace minimization conjugate gradient methods based on regularization model and convergence rate analysis for nonconvex problems
- Implementable tensor methods in unconstrained convex optimization
- On global minimizers of quadratic functions with cubic regularization
- Adaptive regularization for nonconvex optimization using inexact function values and randomly perturbed derivatives
- Combining stochastic adaptive cubic regularization with negative curvature for nonconvex optimization
- Cubic regularization methods with second-order complexity guarantee based on a new subproblem reformulation
- Second-order guarantees of distributed gradient algorithms
- Solving the cubic regularization model by a nested restarting Lanczos method
- Iteration and evaluation complexity for the minimization of functions whose computation is intrinsically inexact
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