A Newton-CG based barrier-augmented Lagrangian method for general nonconvex conic optimization
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DOI: 10.1007/s10589-024-00603-6
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- 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.
- NESTEROV, Yurii & POLYAK, B.T., 2006. "Cubic regularization of Newton method and its global performance," LIDAM Reprints CORE 1927, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- M. Argáez & R. A. Tapia, 2002. "On the Global Convergence of a Modified Augmented Lagrangian Linesearch Interior-Point Newton Method for Nonlinear Programming," Journal of Optimization Theory and Applications, Springer, vol. 114(1), pages 1-25, July.
- Paul Armand & Riadh Omheni, 2017. "A Mixed Logarithmic Barrier-Augmented Lagrangian Method for Nonlinear Optimization," Journal of Optimization Theory and Applications, Springer, vol. 173(2), pages 523-547, May.
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Keywords
Nonconvex conic optimization; Second-order stationary point; Augmented Lagrangian method; Barrier method; Newton-conjugate gradient method; Iteration complexity; Operation complexity;All these keywords.
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