Cubic Regularization Methods with Second-Order Complexity Guarantee Based on a New Subproblem Reformulation
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DOI: 10.1007/s40305-022-00398-5
Abstract: The cubic regularization (CR) algorithm has attracted a lot of attentions in the literature in recent years. We propose a new reformulation of the cubic regularization subproblem. The reformulation is an unconstrained convex problem that… read more here.
Keywords: subproblem reformulation; complexity; regularization; reformulation ... See more keywords