3050

Автор(ы): 

Автор(ов): 

2

Параметры публикации

Тип публикации: 

Статья в журнале/сборнике

Название: 

Cubic Regularization of Newton Method and Its Global Performance

Наименование источника: 

  • Mathematical Programming

Город: 

  • -

Издательство: 

  • -

Год издания: 

2006

Страницы: 

-
Аннотация
In this paper, we provide theoretical analysis for a cubic regularization of Newton method as applied to unconstrained optimization problems. 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.

Библиографическая ссылка: 

Нестеров Ю.Е., Поляк Б.Т. Cubic Regularization of Newton Method and Its Global Performance // Mathematical Programming. 2006. С. -.