Accelerating the cubic regularization of Newton's method on convex problems

DOI10.1007/s10107-006-0089-xzbMath1167.90013MaRDI QIDQ995787

J. Martínez

Publication date: 10 September 2007

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-006-0089-x

zbMATH Keywords

convex optimization; Newton's method; condition number; unconstrained minimization; worst-case complexity; cubic regularization; global complexity bounds; non-degenerate problems

Mathematics Subject Classification ID

90C25: Convex programming

90C30: Nonlinear programming

49M15: Newton-type methods

49M37: Numerical methods based on nonlinear programming

58C15: Implicit function theorems; global Newton methods on manifolds