Journal
MATHEMATICAL PROGRAMMING
Volume 108, Issue 1, Pages 177-205Publisher
SPRINGER HEIDELBERG
DOI: 10.1007/s10107-006-0706-8
Keywords
general nonlinear optimization; unconstrained optimization; Newton method; trust-region methods; global complexity bounds; global rate of convergence
Ask authors/readers for more resources
In this paper, we provide theoretical analysis for a cubic regularization of Newton method as applied to unconstrained minimization problem. For this scheme, we prove general local convergence results. However, the main contribution of the paper is related to global worst-case complexity bounds for different problem classes including some nonconvex cases. It is shown that the search direction can be computed by standard linear algebra technique.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available