Updating the regularization parameter in the adaptive cubic regularization algorithm
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Publication:694543
DOI10.1007/s10589-011-9446-7zbMath1259.90134OpenAlexW2038087099MaRDI QIDQ694543
Publication date: 12 December 2012
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: http://purl.org/net/epubs/work/55309
Related Items (21)
An improvement of adaptive cubic regularization method for unconstrained optimization problems ⋮ Cubic-regularization counterpart of a variable-norm trust-region method for unconstrained minimization ⋮ Worst-Case Complexity of TRACE with Inexact Subproblem Solutions for Nonconvex Smooth Optimization ⋮ A Newton-like method with mixed factorizations and cubic regularization for unconstrained minimization ⋮ Two modified adaptive cubic regularization algorithms by using the nonmonotone Armijo-type line search ⋮ A filter sequential adaptive cubic regularization algorithm for nonlinear constrained optimization ⋮ A sequential adaptive regularisation using cubics algorithm for solving nonlinear equality constrained optimization ⋮ Interior-point methods for nonconvex nonlinear programming: cubic regularization ⋮ Cubic regularization in symmetric rank-1 quasi-Newton methods ⋮ Projected adaptive cubic regularization algorithm with derivative-free filter technique for box constrained optimization ⋮ New updates of incomplete LU factorizations and applications to large nonlinear systems ⋮ Regional complexity analysis of algorithms for nonconvex smooth optimization ⋮ On the use of iterative methods in cubic regularization for unconstrained optimization ⋮ Adaptive regularization with cubics on manifolds ⋮ New subspace minimization conjugate gradient methods based on regularization model for unconstrained optimization ⋮ A derivative-free Gauss-Newton method ⋮ Separable cubic modeling and a trust-region strategy for unconstrained minimization with impact in global optimization ⋮ A cubic regularization algorithm for unconstrained optimization using line search and nonmonotone techniques ⋮ On global minimizers of quadratic functions with cubic regularization ⋮ Algebraic rules for quadratic regularization of Newton's method ⋮ Several accelerated subspace minimization conjugate gradient methods based on regularization model and convergence rate analysis for nonconvex problems
Uses Software
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