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A trust region algorithm with adaptive cubic regularization methods for nonsmooth convex minimization

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  • Sha Lu
  • Zengxin Wei
  • Lue Li

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  • Sha Lu & Zengxin Wei & Lue Li, 2012. "A trust region algorithm with adaptive cubic regularization methods for nonsmooth convex minimization," Computational Optimization and Applications, Springer, vol. 51(2), pages 551-573, March.
    • Handle: RePEc:spr:coopap:v:51:y:2012:i:2:p:551-573
    DOI: 10.1007/s10589-010-9363-1
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    References listed on IDEAS

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    1. Liqun Qi, 1993. "Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations," Mathematics of Operations Research, INFORMS, vol. 18(1), pages 227-244, February.
    2. J. R. Birge & L. Qi & Z. Wei, 1998. "Convergence Analysis of Some Methods for Minimizing a Nonsmooth Convex Function," Journal of Optimization Theory and Applications, Springer, vol. 97(2), pages 357-383, May.
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    Cited by:

    1. Zengru Cui & Gonglin Yuan & Zhou Sheng & Wenjie Liu & Xiaoliang Wang & Xiabin Duan, 2015. "A Modified BFGS Formula Using a Trust Region Model for Nonsmooth Convex Minimizations," PLOS ONE, Public Library of Science, vol. 10(10), pages 1-15, October.
    2. C. P. Brás & J. M. Martínez & M. Raydan, 2020. "Large-scale unconstrained optimization using separable cubic modeling and matrix-free subspace minimization," Computational Optimization and Applications, Springer, vol. 75(1), pages 169-205, January.
    3. E. G. Birgin & J. M. Martínez, 2019. "A Newton-like method with mixed factorizations and cubic regularization for unconstrained minimization," Computational Optimization and Applications, Springer, vol. 73(3), pages 707-753, July.
    4. J. M. Martínez & M. Raydan, 2017. "Cubic-regularization counterpart of a variable-norm trust-region method for unconstrained minimization," Journal of Global Optimization, Springer, vol. 68(2), pages 367-385, June.
    5. Yonggang Pei & Shaofang Song & Detong Zhu, 2023. "A sequential adaptive regularisation using cubics algorithm for solving nonlinear equality constrained optimization," Computational Optimization and Applications, Springer, vol. 84(3), pages 1005-1033, April.
    6. J. Martínez & M. Raydan, 2015. "Separable cubic modeling and a trust-region strategy for unconstrained minimization with impact in global optimization," Journal of Global Optimization, Springer, vol. 63(2), pages 319-342, October.

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