A regularized Newton method for solving equilibrium programming problems with an inexactly specified set

2007 ◽  
Vol 47 (1) ◽  
pp. 19-31 ◽  
Author(s):  
A. S. Antipin ◽  
F. P. Vasil’ev ◽  
A. S. Stukalov
Keyword(s):  
Newton Method ◽  
Equilibrium Programming ◽  
Regularized Newton Method

scholarly journals A Regularized Newton Method with Correction for Unconstrained Nonconvex Optimization

2015 ◽  
Vol 7 (2) ◽  
pp. 7 ◽  
Author(s):  
Heng Wang ◽  
Mei Qin
Keyword(s):  
Newton Method ◽  
Convergence Property ◽  
Hessian Matrix ◽  
Local Error ◽  
Cubic Convergence ◽  
Local Error Bound ◽  
Lipschitz Continuous ◽  
Nonconvex Function ◽  
Global Convergence Property ◽  
Regularized Newton Method

In this paper, we present a modified regularized Newton method for minimizing a nonconvex function whose Hessian matrix may be singular. We show that if the gradient and Hessian of the objective function are Lipschitz continuous, then the method has a global convergence property. Under the local error bound condition which is weaker than nonsingularity, the method has cubic convergence.

Adaptive Quadratically Regularized Newton Method for Riemannian Optimization

2018 ◽  
Vol 39 (3) ◽  
pp. 1181-1207 ◽  
Author(s):  
Jiang Hu ◽  
Andre Milzarek ◽  
Zaiwen Wen ◽  
Yaxiang Yuan
Keyword(s):  
Newton Method ◽  
Riemannian Optimization ◽  
Regularized Newton Method
Sign in / Sign up

Export Citation Format

Share Document