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Regularized Newton methods for minimizing functions with Hölder continuous Hessians
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Document type | Article de périodique (Journal article) – Article de recherche |
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Access type | Accès interdit |
Publication date | 2017 |
Language | Anglais |
Journal information | "SIAM Journal on Optimization" - Vol. 27, no.1, p. 478-506 (2017) |
Peer reviewed | yes |
Publisher | Society for Industrial and Applied Mathematics |
issn | 1052-6234 |
e-issn | 1095-7189 |
Publication status | Publié |
Affiliations |
UCL
- SSH/LIDAM - Louvain Institute of Data Analysis and Modeling in economics and statistics UCL - SST/ICTM/INMA - Pôle en ingénierie mathématique |
Keywords | unconstrained minimization ; second-order methods ; Hölder condition ; worst-case global complexity bounds |
Links |
Bibliographic reference | Nunes Grapiglia, Geovani ; Nesterov, Yurii. Regularized Newton methods for minimizing functions with Hölder continuous Hessians. In: SIAM Journal on Optimization, Vol. 27, no.1, p. 478-506 (2017) |
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Permanent URL | http://hdl.handle.net/2078.1/184951 |