Complexity analysis of regularization methods for implicitly constrained least squares
From MaRDI portal
Publication:6635781
DOI10.1007/S10915-024-02691-2MaRDI QIDQ6635781FDOQ6635781
Publication date: 12 November 2024
Published in: Journal of Scientific Computing (Search for Journal in Brave)
Numerical methods in optimal control (49Mxx) Mathematical programming (90Cxx) Numerical methods for mathematical programming, optimization and variational techniques (65Kxx)
Cites Work
- LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
- Title not available (Why is that?)
- An implicit trust-region method on Riemannian manifolds
- Optimization with PDE Constraints
- Title not available (Why is that?)
- Title not available (Why is that?)
- A comparison of algorithms for control constrained optimal control of the Burgers equation
- A Matrix-Free Trust-Region SQP Method for Equality Constrained Optimization
- Finite elements and fast iterative solvers. With applications in incompressible fluid dynamics
- The SQP method for control constrained optimal control of the Burgers equation
- Reduced basis approximation and a posteriori error estimation for the time-dependent viscous Burgers' equation
- On the evaluation complexity of cubic regularization methods for potentially rank-deficient nonlinear least-squares problems and its relevance to constrained nonlinear optimization
- Complexity Analysis of Second-Order Line-Search Algorithms for Smooth Nonconvex Optimization
- Deep neural networks motivated by partial differential equations
- Convergence and evaluation-complexity analysis of a regularized tensor-Newton method for solving nonlinear least-squares problems
- Evaluation Complexity of Algorithms for Nonconvex Optimization: Theory, Computation and Perspectives
- Adaptive regularization with cubics on manifolds
- Convergence and complexity analysis of a Levenberg-Marquardt algorithm for inverse problems
- Trust-Region Newton-CG with Strong Second-Order Complexity Guarantees for Nonconvex Optimization
- An Introduction to Optimization on Smooth Manifolds
- A Stochastic Levenberg--Marquardt Method Using Random Models with Complexity Results
- TTRISK: Tensor train decomposition algorithm for risk averse optimization
This page was built for publication: Complexity analysis of regularization methods for implicitly constrained least squares
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6635781)