Adaptive cubic regularisation methods for unconstrained optimization. II: Worst-case function- and derivative-evaluation complexity
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nonlinear optimizationunconstrained optimizationglobal rate of convergenceNewton's methodtrust-region methodscubic regularizationglobal complexity bounds
Numerical mathematical programming methods (65K05) Analysis of algorithms and problem complexity (68Q25) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Abstract computational complexity for mathematical programming problems (90C60) Newton-type methods (49M15) Implicit function theorems; global Newton methods on manifolds (58C15)
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Cites work
- scientific article; zbMATH DE number 3928227 (Why is no real title available?)
- scientific article; zbMATH DE number 961607 (Why is no real title available?)
- A Characterization of Superlinear Convergence and Its Application to Quasi-Newton Methods
- A recursive Formula-trust-region method for bound-constrained nonlinear optimization
- Accelerating the cubic regularization of Newton's method on convex problems
- Adaptive cubic regularisation methods for unconstrained optimization. I: Motivation, convergence and numerical results
- Affine conjugate adaptive Newton methods for nonlinear elastomechanics
- Cubic regularization of Newton method and its global performance
- Introductory lectures on convex optimization. A basic course.
- Numerical Optimization
- Recursive Trust-Region Methods for Multiscale Nonlinear Optimization
- Trust Region Methods
Cited in
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- 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
- An accelerated first-order method for non-convex optimization on manifolds
- Cubic-regularization counterpart of a variable-norm trust-region method for unconstrained minimization
- First and zeroth-order implementations of the regularized Newton method with lazy approximated Hessians
- A stochastic objective-function-free adaptive regularization method with optimal complexity
- Solving Large-Scale Cubic Regularization by a Generalized Eigenvalue Problem
- On High-order Model Regularization for Constrained Optimization
- Universal heavy-ball method for nonconvex optimization under Hölder continuous Hessians
- Super-Universal Regularized Newton Method
- Parameter-free accelerated gradient descent for nonconvex minimization
- 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
- An inexact q-order regularized proximal Newton method for nonconvex composite optimization
- Complexity analysis of second-order line-search algorithms for smooth nonconvex optimization
- On a global complexity bound of the Levenberg-marquardt method
- 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
- First-Order Methods for Nonconvex Quadratic Minimization
- Cubic overestimation and secant updating for unconstrained optimization of \(C^{2,1}\) functions
- On the complexity of a stochastic Levenberg-Marquardt method
- Subsampled cubic regularization method for finite-sum minimization
- A Newton-like method with mixed factorizations and cubic regularization for unconstrained minimization
- 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
- Universal Regularization Methods: Varying the Power, the Smoothness and the Accuracy
- Worst case complexity of direct search
- Two modified adaptive cubic regularization algorithms by using the nonmonotone Armijo-type line search
- Structured nonconvex and nonsmooth optimization: algorithms and iteration complexity analysis
- Worst case complexity of direct search under convexity
- A new regularized quasi-Newton algorithm for unconstrained optimization
- On the complexity of finding first-order critical points in constrained nonlinear optimization
- Concise complexity analyses for trust region methods
- The use of quadratic regularization with a cubic descent condition for unconstrained optimization
- A derivative-free trust-region algorithm for composite nonsmooth 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
- 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
- Regional complexity analysis of algorithms for nonconvex smooth optimization
- An adaptive cubic regularization algorithm for nonconvex optimization with convex constraints and its function-evaluation complexity
- Worst-case complexity bounds of directional direct-search methods for multiobjective optimization
- 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
- An adaptive regularization method in Banach spaces
- 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
- Accelerated regularized Newton methods for minimizing composite convex functions
- Gradient descent finds the cubic-regularized nonconvex Newton step
- 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
- Adaptive cubic regularisation methods for unconstrained optimization. I: Motivation, convergence and numerical results
- An interior affine scaling cubic regularization algorithm for derivative-free optimization subject to bound constraints
- Global complexity bound of the inexact Levenberg-Marquardt method
- Optimality condition and complexity analysis for linearly-constrained optimization without differentiability on the boundary
- Algebraic rules for quadratic regularization of Newton's method
- On the worst-case evaluation complexity of non-monotone line search algorithms
- A cubic regularization algorithm for unconstrained optimization using line search and nonmonotone techniques
- Smoothness parameter of power of Euclidean norm
- On high-order multilevel optimization strategies
- Adaptive regularization with cubics on manifolds
- Interior-point methods for nonconvex nonlinear programming: cubic regularization
- Trust-region methods without using derivatives: worst case complexity and the nonsmooth case
- Stochastic analysis of an adaptive cubic regularization method under inexact gradient evaluations and dynamic Hessian accuracy
- Global complexity bound of the Levenberg-Marquardt method
- A concise and friendly introduction to the analysis of algorithms for continuous nonlinear optimization
- Separable cubic modeling and a trust-region strategy for unconstrained minimization with impact in global optimization
- Trust-region Newton-CG with strong second-order complexity guarantees for nonconvex 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
- 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
- Several accelerated subspace minimization conjugate gradient methods based on regularization model and convergence rate analysis for nonconvex problems
- ARC\(_q\): a new adaptive regularization by cubics
- Complexity guarantees for nonconvex Newton-MR under inexact Hessian information
- Implementable tensor methods in unconstrained convex optimization
- 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
- The evaluation complexity of finding high-order minimizers of nonconvex optimization
- 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
- Adaptive regularization for nonconvex optimization using inexact function values and randomly perturbed derivatives
- Worst-case evaluation complexity of regularization methods for smooth unconstrained optimization using Hölder continuous gradients
- A Hessian-free inexact regularized Newton method for composite convex optimization
- Combining stochastic adaptive cubic regularization with negative curvature for nonconvex optimization
- A nonlinear conjugate gradient method with complexity guarantees and its application to nonconvex regression
- Yet another fast variant of Newton's method for nonconvex optimization
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