Cubic-regularization counterpart of a variable-norm trust-region method for unconstrained minimization

نویسندگان

  • José Mario Martínez
  • Marcos Raydan
چکیده

In a recent paper we introduced a trust-region method with variable norms for unconstrained minimization and we proved standard asymptotic convergence results. Here we will show that, with a simple modification with respect to the sufficient descent condition and replacing the trust-region approach with a suitable cubic regularization, the complexity of this method for finding approximate first-order stationary points is O(ε−3/2). Some numerical experiments are also presented to illustrate the impact of the modification on practical performance.

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عنوان ژورنال:
  • J. Global Optimization

دوره 68  شماره 

صفحات  -

تاریخ انتشار 2017