Scalable adaptive cubic regularization methods

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Quadratic programming (90C20)

Cites Work

Title not available (Why is that?)
Title not available (Why is that?)
Worst-case evaluation complexity for unconstrained nonlinear optimization using high-order regularized models
Adaptive cubic regularisation methods for unconstrained optimization. I: Motivation, convergence and numerical results
Adaptive cubic regularisation methods for unconstrained optimization. II: Worst-case function- and derivative-evaluation complexity
Complexity bounds for second-order optimality in unconstrained optimization
Updating the regularization parameter in the adaptive cubic regularization algorithm
Accurate conjugate gradient methods for families of shifted systems
An accelerated first-order method with complexity analysis for solving cubic regularization subproblems
On global minimizers of quadratic functions with cubic regularization
CUTEst: a constrained and unconstrained testing environment with safe threads for mathematical optimization
On the use of iterative methods in cubic regularization for unconstrained optimization
On the evaluation complexity of cubic regularization methods for potentially rank-deficient nonlinear least-squares problems and its relevance to constrained nonlinear optimization
LSMR: An Iterative Algorithm for Sparse Least-Squares Problems
Computing a Trust Region Step
The Conjugate Gradient Method and Trust Regions in Large Scale Optimization
LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
Solution of Sparse Indefinite Systems of Linear Equations
Fast CG-Based Methods for Tikhonov--Phillips Regularization
Trust Region Methods
ARC_q: a new adaptive regularization by cubics
Solving the Trust-Region Subproblem using the Lanczos Method
Error estimates for iterative algorithms for minimizing regularized quadratic subproblems
Gradient Descent Finds the Cubic-Regularized Nonconvex Newton Step
GALAHAD, a library of thread-safe Fortran 90 packages for large-scale nonlinear optimization
Methods of conjugate gradients for solving linear systems
A Unified Efficient Implementation of Trust-region Type Algorithms for Unconstrained Optimization
Benchmarking optimization software with performance profiles.

This page was built for publication: Scalable adaptive cubic regularization methods

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6608033)