Cubic-regularization counterpart of a variable-norm trust-region method for unconstrained minimization

被引:47
作者
Martinez, J. M. [1 ]
Raydan, M. [2 ]
机构
[1] Univ Estadual Campinas, Dept Appl Math, IMECC UNICAMP, Rua Sergio Buarque de Holanda, BR-13083859 Campinas, SP, Brazil
[2] Univ Simon Bolivar, Dept Comp Cient & Estadist, Ap 89000, Caracas 1080, Venezuela
基金
巴西圣保罗研究基金会;
关键词
Smooth unconstrained minimization; Cubic modeling; Regularization; Newton-type methods; NEWTONS; ALGORITHMS; COMPLEXITY;
D O I
10.1007/s10898-016-0475-8
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 a recent paper, we introduced a trust-region method with variable norms for unconstrained minimization, we proved standard asymptotic convergence results, and we discussed the impact of this method in global optimization. Here we will show that, with a simple modification with respect to the sufficient descent condition and replacing the trust-region approach with a suitable cubic regularization, the complexity of this method for finding approximate first-order stationary points is . We also prove a complexity result with respect to second-order stationarity. Some numerical experiments are also presented to illustrate the effect of the modification on practical performance.
引用
收藏
页码:367 / 385
页数:19
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