Cubic Regularized Newton Method for the Saddle Point Models: A Global and Local Convergence Analysis.

Kevin Huang Junyu Zhang Shuzhong Zhang

Published in: J. Sci. Comput. (2022)

Keyphrases

convergence analysis
newton method
variational inequalities
regularized least squares
global convergence
optimality conditions
probabilistic model
convergence rate
sensitivity analysis
approximation methods
quadratic programming