On global minimizers of quadratic functions with cubic regularization

被引:8
|
作者
Cristofari, Andrea [1 ]
Niri, Tayebeh Dehghan [2 ]
Lucidi, Stefano [3 ]
机构
[1] Univ Padua, Dept Math, Via Trieste 63, I-35121 Padua, Italy
[2] Yazd Univ, Dept Math, POB 89195-74, Yazd, Iran
[3] Sapienza Univ Rome, Dept Comp Control & Management Engn, Via Ariosto 25, I-00185 Rome, Italy
关键词
Unconstrained optimization; Cubic regularization; Global minima; OPTIMIZATION; ALGORITHM;
D O I
10.1007/s11590-018-1316-0
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
In this paper, we analyze some theoretical properties of the problem of minimizing a quadratic function with a cubic regularization term, arising in many methods for unconstrained and constrained optimization that have been proposed in the last years. First we show that, given any stationary point that is not a global solution, it is possible to compute, in closed form, a new point with a smaller objective function value. Then, we prove that a global minimizer can be obtained by computing a finite number of stationary points. Finally, we extend these results to the case where stationary conditions are approximately satisfied, discussing some possible algorithmic applications.
引用
收藏
页码:1269 / 1283
页数:15
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