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
Nicholas I. M. Gould, Coralia Cartis, 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
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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- On the use of the energy norm in trust-region and adaptive cubic regularization subproblems
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- Complexity of Partially Separable Convexly Constrained Optimization with Non-Lipschitzian Singularities
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- Smoothness parameter of power of Euclidean norm
- Adaptive regularization with cubics on manifolds
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