Cubic regularization of a Newton scheme and its global performance
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References listed on IDEAS
- B. T. Polyak, 1998. "Convexity of Quadratic Transformations and Its Use in Control and Optimization," Journal of Optimization Theory and Applications, Springer, vol. 99(3), pages 553-583, December.
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Cited by:
- Polyak, B.T., 2007. "Newton's method and its use in optimization," European Journal of Operational Research, Elsevier, vol. 181(3), pages 1086-1096, September.
- NESTEROV, Yu, 2003. "Modified Gauss-Newton scheme with worst-case guarantees for its global performance," LIDAM Discussion Papers CORE 2003086, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- NESTEROV, Yu., 2006. "Cubic regularization of Newton’s method for convex problems with constraints," LIDAM Discussion Papers CORE 2006039, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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Keywords
general nonlinear optimization; unconstrained optimization; Newton method; trust-region methods; global complexity bounds; global rate of convergence;All these keywords.
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