A trust region algorithm with a worst-case iteration complexity of $$\mathcal{O}(\epsilon ^{-3/2})$$ O ( ϵ - 3 / 2 ) for nonconvex optimization
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Software
Link
http://link.springer.com/content/pdf/10.1007/s10107-016-1026-2.pdf
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4. Cartis, C., Gould, N.I.M., Toint, Ph.L.: Adaptive cubic regularisation methods for unconstrained optimization. Part I: Motivation, convergence and numerical results. Math. Program. 127, 245–295 (2011)
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