Trust-Region Newton-CG with Strong Second-Order Complexity Guarantees for Nonconvex Optimization.
Frank E. CurtisDaniel P. RobinsonClément W. RoyerStephen J. WrightPublished in: SIAM J. Optim. (2021)
Keyphrases
- trust region
- newton method
- optimization methods
- optimization problems
- hessian matrix
- line search
- nonlinear programming
- global optimum
- global optimization
- variational inequalities
- global convergence
- optimality conditions
- quadratic programming
- objective function
- optimization method
- optimization algorithm
- convergence analysis
- constrained optimization
- log likelihood
- linear equations
- column generation
- evolutionary algorithm
- linear programming
- worst case
- cost function
- optimal solution