A cubic regularization of Newton’s method with finite difference Hessian approximations

Geovani Nunes Grapiglia; Max L. N. Gonçalves; Gilson N. Silva

doi:10.1007/s11075-021-01200-y

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A cubic regularization of Newton’s method with finite difference Hessian approximations

Geovani Nunes Grapiglia Max L. N. Gonçalves Gilson N. Silva

Year: 2021 Journal: Numerical Algorithms Vol: 90 (2)Pages: 607-630 Publisher: Springer Science+Business Media

DOI: 10.1007/s11075-021-01200-y

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Keywords:

Hessian matrix Mathematics Lipschitz continuity Regularization (linguistics) Stationary point Hessian equation Quasi-Newton method Line search Applied mathematics Newton's method Mathematical analysis Finite difference Function (biology) Partial differential equation Computer science Nonlinear system Physics

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Sparse and Compressive Sensing Techniques

Physical Sciences → Engineering → Computational Mechanics

Advanced Optimization Algorithms Research

Physical Sciences → Mathematics → Numerical Analysis

Stochastic Gradient Optimization Techniques

Physical Sciences → Computer Science → Artificial Intelligence

A cubic regularization of Newton’s method with finite difference Hessian approximations

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