Regularized step directions in nonlinear conjugate gradient methods

Conjugate gradient minimization methods (CGM) and their accelerated variants are widely used. We focus on the use of cubic regularization to improve the CGM direction independent of the step length computation. In this paper, we propose the Hybrid Cubic Regularization of CGM, where regularized steps...

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Veröffentlicht in:	Mathematical programming computation 2024-12, Vol.16 (4), p.629-664
Hauptverfasser:	Buhler, Cassidy K., Benson, Hande Y., Shanno, David F.
Format:	Artikel
Sprache:	eng
Schlagworte:	Conjugate gradient method Full Length Paper Iterative methods Mathematics Mathematics and Statistics Mathematics of Computing Operations Research/Decision Theory Optimization Regularization Theory of Computation
Online-Zugang:	Volltext
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