A cubic regularization algorithm for unconstrained optimization using line search and nonmonotone techniques

DOI10.1080/10556788.2016.1155213zbMath1351.49040OpenAlexW2334809277MaRDI QIDQ2829572

Tommaso Bianconcini, Marco Sciandrone

Publication date: 8 November 2016

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2016.1155213

zbMATH Keywords

unconstrained optimizationglobal convergencecubic regularizationGoldstein's line searchnonmonotone globalization methods

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)

Related Items

An improvement of adaptive cubic regularization method for unconstrained optimization problems ⋮ A cubic regularization of Newton's method with finite difference Hessian approximations ⋮ Two modified adaptive cubic regularization algorithms by using the nonmonotone Armijo-type line search ⋮ An adaptive regularization method in Banach spaces ⋮ A fast and simple modification of Newton's method avoiding saddle points ⋮ A filter sequential adaptive cubic regularization algorithm for nonlinear constrained optimization ⋮ A sequential adaptive regularisation using cubics algorithm for solving nonlinear equality constrained optimization ⋮ Cubic regularization in symmetric rank-1 quasi-Newton methods ⋮ On Regularization and Active-set Methods with Complexity for Constrained Optimization ⋮ An efficient nonmonotone adaptive cubic regularization method with line search for unconstrained optimization problem ⋮ New subspace minimization conjugate gradient methods based on regularization model for unconstrained optimization ⋮ On global minimizers of quadratic functions with cubic regularization

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