Adaptive cubic regularisation methods for unconstrained optimization. Part I: motivation, convergence and numerical results.

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algorithm using Cubics (ARC) is proposed for unconstrained optimization, generalizing at the same time an unpublished method due to Griewank (Technical Report NA/12, 1981, DAMTP, University of Cambridge), an algorithm by Nesterov and Polyak (Math Program 108(1):177-205, 20...

書誌詳細
主要な著者:	Cartis, C, Gould, N, Toint, P
フォーマット:	Journal article
言語:	English
出版事項:	2011

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