Adaptive regularization minimization algorithms with nonsmooth norms

DOI10.1093/imanum/drac005OpenAlexW4220880548MaRDI QIDQ5887492

Serge Gratton, Phillipe L. Toint

Publication date: 12 April 2023

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2105.07765

zbMATH Keywords

nonlinear optimizationadaptive regularizationevaluation complexitynonsmooth normssecond-order minimizers

Mathematics Subject Classification ID

Numerical analysis (65-XX)

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Convergence Properties of an Objective-Function-Free Optimization Regularization Algorithm, Including an \(\boldsymbol{\mathcal{O}(\epsilon^{-3/2})}\) Complexity Bound

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