Complexity of a projected Newton-CG method for optimization with bounds
DOI10.1007/S10107-023-02000-ZMaRDI QIDQ6608031FDOQ6608031
Authors: Yue Xie, Stephen J. Wright
Publication date: 19 September 2024
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
projected gradient methodconjugate gradient methodNewton's methodcomplexity guaranteesnonconvex bound-constrained optimization
Large-scale problems in mathematical programming (90C06) Analysis of algorithms and problem complexity (68Q25) Nonlinear programming (90C30) Abstract computational complexity for mathematical programming problems (90C60) Newton-type methods (49M15)
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