History


Please fill in your query. A complete syntax description you will find on the General Help page.
Adaptive cubic regularisation methods for unconstrained optimization. I: Motivation, convergence and numerical results. (English)
Math. Program. 127, No. 2 (A), 245-295 (2011).
The paper is concerned with a general cubic regularization framework for unconstrained optimization which has roots in earlier algorithms. It contains a thorough introduction to relevant contributions and presents an appropriate list of references on this subject. The authors consider the convergence properties. The framework allows for the approximate solution of the key step calculation. Preliminary numerical experiments with small-scale problems are reported. For Part II see [Math. Program. 130, No. 2 (A), 295‒319 (2011; Zbl 1229.90193)].
Reviewer: Francisco Guerra Vazquez (Puebla)
WorldCat.org
Valid XHTML 1.0 Transitional Valid CSS!