Adaptive cubic regularisation methods for unconstrained optimization. Part I: motivation, convergence and numerical results.
An Adaptive Regularisation algorithm using Cubics (ARC) is proposed for unconstrained optimization, generalizing at the same time an unpublished method due to Griewank (Technical Report NA/12, 1981, DAMTP, University of Cambridge), an algorithm by Nesterov and Polyak (Math Program 108(1):177-205, 20...
| Main Authors: | , , |
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| Formato: | Journal article |
| Idioma: | English |
| Publicado em: |
2011
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