Regularized methods via cubic model subspace minimization for nonconvex optimization

DOI10.1007/S10589-025-00655-2MaRDI QIDQ7006134zbMATH OpenFDO

Authors Stefania Bellavia, Davide Palitta, Margherita Porcelli, Valeria Simoncini

Publication date 31 March 2025

Published in Computational Optimization and Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S10589-025-00655-2

zbMATH Keywords

Krylov subspacesnonconvex optimizationworst-case iteration complexitysecant methodsadaptive regularization methods

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Analysis of algorithms (68W40) Numerical methods based on nonlinear programming (49M37) Mathematical programming (90Cxx)

Cites work

• A stochastic first-order trust-region method with inexact restoration for finite-sum minimization
• A trust region algorithm with a worst-case iteration complexity of \(\mathcal{O}(\epsilon ^{-3/2})\) for nonconvex optimization
• Adaptive cubic regularisation methods for unconstrained optimization. I: Motivation, convergence and numerical results
• Adaptive rational Krylov subspaces for large-scale dynamical systems
• Algorithms for Sparse Linear Systems
• An inexact regularized Newton framework with a worst-case iteration complexity of \(\mathscr{O}(\varepsilon^{-3/2})\) for nonconvex optimization
• Benchmarking optimization software with performance profiles.
• Error estimates for iterative algorithms for minimizing regularized quadratic subproblems
• Evaluation complexity of algorithms for nonconvex optimization. Theory, computation and perspectives
• Exact and inexact subsampled Newton methods for optimization
• Gradient descent finds the cubic-regularized nonconvex Newton step
• On adaptive choice of shifts in rational Krylov subspace reduction of evolutionary problems
• On solving trust-region and other regularised subproblems in optimization
• Rational Krylov approximation of matrix functions: numerical methods and optimal pole selection
• Solving Large-Scale Cubic Regularization by a Generalized Eigenvalue Problem
• Solving the Trust-Region Subproblem using the Lanczos Method
• Solving the cubic regularization model by a nested restarting Lanczos method
• Subsampled inexact Newton methods for minimizing large sums of convex functions
• The rational Krylov algorithm for nonsymmetric eigenvalue problems. III: Complex shifts for real matrices
• The short-term rational Lanczos method and applications
• The use of quadratic regularization with a cubic descent condition for unconstrained optimization
• Trust-region and other regularisations of linear least-squares problems
• Updating the regularization parameter in the adaptive cubic regularization algorithm

This page was built for publication: Regularized methods via cubic model subspace minimization for nonconvex optimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7006134)