Updating the regularization parameter in the adaptive cubic regularization algorithm
From MaRDI portal
Publication:694543
DOI10.1007/S10589-011-9446-7zbMATH Open1259.90134OpenAlexW2038087099MaRDI QIDQ694543FDOQ694543
Authors: M. C. Fu
Publication date: 12 December 2012
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: http://purl.org/net/epubs/work/55309
Recommendations
- An improvement of adaptive cubic regularization method for unconstrained optimization problems
- An efficient nonmonotone adaptive cubic regularization method with line search for unconstrained optimization problem
- Adaptive cubic regularisation methods for unconstrained optimization. I: Motivation, convergence and numerical results
- Non-monotone cubic regularization BB algorithm for unconstrained optimization
- A cubic regularization algorithm for unconstrained optimization using line search and nonmonotone techniques
Cites Work
- LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
- GALAHAD, a library of thread-safe Fortran 90 packages for large-scale nonlinear optimization
- CUTEr and SifDec
- Solving the Trust-Region Subproblem using the Lanczos Method
- Title not available (Why is that?)
- Benchmarking optimization software with performance profiles.
- Calculating the Singular Values and Pseudo-Inverse of a Matrix
- Trust Region Methods
- On the complexity of steepest descent, Newton's and regularized Newton's methods for nonconvex unconstrained optimization problems
- Trust-region and other regularisations of linear least-squares problems
- Convergence of a regularized Euclidean residual algorithm for nonlinear least-squares
- The Conjugate Gradient Method and Trust Regions in Large Scale Optimization
- Finding Optimal Algorithmic Parameters Using Derivative‐Free Optimization
- Automatic Determination of an Initial Trust Region in Nonlinear Programming
- Iterative methods for finding a trust-region step
- A Subspace Minimization Method for the Trust-Region Step
- Adaptive cubic regularisation methods for unconstrained optimization. I: Motivation, convergence and numerical results
- Adaptive cubic regularisation methods for unconstrained optimization. II: Worst-case function- and derivative-evaluation complexity
- Minimizing a quadratic over a sphere
- Cubic regularization of Newton method and its global performance
- On the truncated conjugate gradient method
- Sensitivity of trust-region algorithms to their parameters
- Affine conjugate adaptive Newton methods for nonlinear elastomechanics
- Complexity bounds for second-order optimality in unconstrained optimization
- Global convergence of SSM for minimizing a quadratic over a sphere
Cited In (24)
- Cubic-regularization counterpart of a variable-norm trust-region method for unconstrained minimization
- Parameter-free accelerated gradient descent for nonconvex minimization
- New updates of incomplete LU factorizations and applications to large nonlinear systems
- Cubic regularization in symmetric rank-1 quasi-Newton methods
- A Newton-like method with mixed factorizations and cubic regularization for unconstrained minimization
- Two modified adaptive cubic regularization algorithms by using the nonmonotone Armijo-type line search
- Worst-Case Complexity of TRACE with Inexact Subproblem Solutions for Nonconvex Smooth Optimization
- Scalable adaptive cubic regularization methods
- Projected adaptive cubic regularization algorithm with derivative-free filter technique for box constrained optimization
- Regional complexity analysis of algorithms for nonconvex smooth optimization
- Least third-order cumulant method with adaptive regularization parameter selection for neural networks
- A cubic regularization algorithm for unconstrained optimization using line search and nonmonotone techniques
- Algebraic rules for quadratic regularization of Newton's method
- Adaptive regularization with cubics on manifolds
- Interior-point methods for nonconvex nonlinear programming: cubic regularization
- A filter sequential adaptive cubic regularization algorithm for nonlinear constrained optimization
- Separable cubic modeling and a trust-region strategy for unconstrained minimization with impact in global optimization
- New subspace minimization conjugate gradient methods based on regularization model for unconstrained optimization
- A derivative-free Gauss-Newton method
- Several accelerated subspace minimization conjugate gradient methods based on regularization model and convergence rate analysis for nonconvex problems
- An improvement of adaptive cubic regularization method for unconstrained optimization problems
- On global minimizers of quadratic functions with cubic regularization
- A sequential adaptive regularisation using cubics algorithm for solving nonlinear equality constrained optimization
- On the use of iterative methods in cubic regularization for unconstrained optimization
Uses Software
This page was built for publication: Updating the regularization parameter in the adaptive cubic regularization algorithm
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q694543)