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algorithm using Cubics (ARC) is proposed for unconstrained optimization, generalizing at the same time an unpublished method due to Griewank (Technical Report NA/12, 1981, DAMTP, University of Cambridge), an algorithm by Nesterov and Polyak (Math Program 108(1):177-205, 20...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: | Cartis, C, Gould, N, Toint, P |
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פורמט: | Journal article |
שפה: | English |
יצא לאור: |
2011
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פריטים דומים
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Adaptive cubic regularisation methods for unconstrained optimization. Part II: worst-case function- and derivative-evaluation complexity.
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Adaptive cubic overestimation methods for unconstrained optimization
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Evaluation complexity of adaptive cubic regularization methods for convex unconstrained optimization.
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Complexity bounds for second-order optimality in unconstrained optimization.
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