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
相关论文
共 50 条
  • [41] ON LOCAL MINIMIZERS OF NONCONVEX HOMOGENEOUS QUADRATICALLY CONSTRAINED QUADRATIC OPTIMIZATION WITH AT MOST TWO CONSTRAINTS
    Song, Mengmeng
    Liu, Hongying
    Wang, Jiulin
    Xia, Yong
    SIAM JOURNAL ON OPTIMIZATION, 2023, 33 (01) : 267 - 293
  • [42] Totally Asynchronous Large-Scale Quadratic Programming: Regularization, Convergence Rates, and Parameter Selection
    Ubl, Matthew
    Hale, Matthew
    IEEE TRANSACTIONS ON CONTROL OF NETWORK SYSTEMS, 2021, 8 (03): : 1465 - 1476
  • [43] Nonlinear Regularization Path for Quadratic Loss Support Vector Machines
    Karasuyama, Masayuki
    Takeuchi, Ichiro
    IEEE TRANSACTIONS ON NEURAL NETWORKS, 2011, 22 (10): : 1613 - 1625
  • [44] Accelerating the cubic regularization of Newton's method on convex problems
    Nesterov, Yu.
    MATHEMATICAL PROGRAMMING, 2008, 112 (01) : 159 - 181
  • [45] Accelerating the cubic regularization of Newton’s method on convex problems
    Yu. Nesterov
    Mathematical Programming, 2008, 112 : 159 - 181
  • [46] Run-and-Inspect Method for nonconvex optimization and global optimality bounds for R-local minimizers
    Chen, Yifan
    Sun, Yuejiao
    Yin, Wotao
    MATHEMATICAL PROGRAMMING, 2019, 176 (1-2) : 39 - 67
  • [47] Vectorial additive half-quadratic minimization for isotropic regularization
    Li, Wen-Ping
    Wang, Zheng-Ming
    Zhang, Tao
    Bai, Bao-Cun
    Ding, Yong-He
    Deng, Ya
    JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2015, 281 : 152 - 168
  • [48] Global optimality conditions for cubic minimization problems with cubic constraints
    Zhou, Xue-Gang
    Yang, Xiao-Peng
    Cao, Bing-Yuan
    MATHEMATICAL METHODS OF OPERATIONS RESEARCH, 2015, 82 (03) : 243 - 264
  • [49] LOCAL MINIMIZERS OF SEMI-ALGEBRAIC FUNCTIONS FROM THE VIEWPOINT OF TANGENCIES
    Tien-Son Pham
    SIAM JOURNAL ON OPTIMIZATION, 2020, 30 (03) : 1777 - 1794
  • [50] ON THE GLOBAL OPTIMAL SOLUTION FOR LINEAR QUADRATIC PROBLEMS OF SWITCHED SYSTEM
    He, Jin Feng
    Xu, Wei
    Feng, Zhi Guo
    Yang, Xinsong
    JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2019, 15 (02) : 817 - 832