Updating the regularization parameter in the adaptive cubic regularization algorithm
نویسندگان
چکیده
منابع مشابه
Updating the regularization parameter in the adaptive cubic regularization algorithm
The adaptive cubic regularization method (Cartis et al. in Math. Program. Ser. A 127(2):245–295, 2011; Math. Program. Ser. A. 130(2):295–319, 2011) has been recently proposed for solving unconstrained minimization problems. At each iteration of this method, the objective function is replaced by a cubic approximation which comprises an adaptive regularization parameter whose role is related to t...
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ژورنال
عنوان ژورنال: Computational Optimization and Applications
سال: 2011
ISSN: 0926-6003,1573-2894
DOI: 10.1007/s10589-011-9446-7