On the convergence and worst-case complexity of trust-region and regularization methods for unconstrained optimization.
Geovani Nunes GrapigliaJin Yun YuanYa-Xiang YuanPublished in: Math. Program. (2015)
Keyphrases
- trust region
- unconstrained optimization
- worst case
- line search
- optimization methods
- global optimum
- global convergence
- newton method
- constrained optimization
- column generation
- log likelihood
- convergence analysis
- hessian matrix
- upper bound
- objective function
- nonlinear optimization
- lower bound
- convergence rate
- sample size
- step size
- np hard
- levenberg marquardt
- computational complexity
- simulated annealing
- penalty function
- image restoration
- optimality conditions
- quadratic programming
- optimization method