An adaptive cubic regularization algorithm for nonconvex optimization with convex constraints and its function-evaluation complexity
An adaptive cubic regularization algorithm for nonconvex optimization with convex constraints and its function-evaluation complexity
The adaptive cubic regularization algorithm described in Cartis et al. (2009, Adaptive cubic regularisation methods for unconstrained optimization. Part I: motivation, convergence and numerical results. Math. Program., 127, 245–295; 2010, Adaptive cubic regularisation methods for unconstrained optimization. Part II: worst-case function- and derivative-evaluation complexity [online]. Math. Program., DOI: 10.1007/s10107-009-0337-y) is …