Combining Stochastic Adaptive Cubic Regularization with Negative Curvature for Nonconvex Optimization
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DOI: 10.1007/s10957-019-01624-6
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References listed on IDEAS
- El Houcine Bergou & Youssef Diouane & Serge Gratton, 2018. "A Line-Search Algorithm Inspired by the Adaptive Cubic Regularization Framework and Complexity Analysis," Journal of Optimization Theory and Applications, Springer, vol. 178(3), pages 885-913, September.
- 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).
- Javier Cano & Javier M. Moguerza & Francisco J. Prieto, 2017. "Using Improved Directions of Negative Curvature for the Solution of Bound-Constrained Nonconvex Problems," Journal of Optimization Theory and Applications, Springer, vol. 174(2), pages 474-499, August.
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Cited by:
- 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.
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Keywords
Adaptive cubic-regularized Newton method; Cubic regularization; Trust-region method; Negative curvature; Nonconvex optimization; Worst-case complexity;All these keywords.
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