Adaptive cubic overestimation methods for unconstrained optimization
An Adaptive Cubic Overestimation (ACO) algorithm for unconstrained optimization, generalizing a method due to Nesterov & Polyak (Math. Programming 108, 2006, pp 177-205), is proposed. At each iteration of Nesterov & Polyak's approach, the global minimizer of a local cubic overes...
| Main Authors: | , , |
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| Format: | Report |
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Unspecified
2007
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