A cubic regularization of Newton’s method with finite difference Hessian approximations
Author:
Funder
Conselho Nacional de Desenvolvimento Científico e Tecnológico
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics
Link
https://link.springer.com/content/pdf/10.1007/s11075-021-01200-y.pdf
Reference30 articles.
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3. Bianconcini, T., Sciandrone, M.: A cubic regularization algorithm for unconstrained optimization using line search and nonmonotone techniques. Optim. Methods Softw. 31, 1008–1035 (2016)
4. Birgin, E.G., Martínez, J.M.: The use of quadratic regularization with cubic descent condition for unconstrained optimization. SIAM J. Optim. 27, 1049–1074 (2017)
5. Birgin, E.G., Gardenghi, J.L., Martínez, J. M., Santos, S.A., Toint, P.L.: Worst-case evaluation complexity for unconstrained nonlinear optimization using high-order regularized models. Math. Program. 163, 359–368 (2017)
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