On the Convergence Analysis of Cubic Regularized Symmetric Rank-1 Quasi-Newton Method and the Incremental Version in the Application of Large-Scale Problems

On the Convergence Analysis of Cubic Regularized Symmetric Rank-1 Quasi-Newton Method and the Incremental Version in the Application of Large-Scale Problems

This paper provides a detailed study on the convergence properties of the cubic regularized symmetric rank-1 (SR1) method (CuREG-SR1) proposed in [2]. The main advantage of incorporating cubic regularization technique to SR1 is to alleviate the problem of indefinite resulting matrix in SR1. However,...

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Bibliographic Details
Main Authors: Huiming Chen, Wong-Hing Lam, Shing-Chow Chan
Format: Article
Language:English
Published: IEEE 2019-01-01
Series:IEEE Access
Subjects:
Quasi-Newton method
symmetric rank-1
superlinear convergence rate
cubic regularization
incremental optimization
Online Access:https://ieeexplore.ieee.org/document/8804172/

Internet

https://ieeexplore.ieee.org/document/8804172/

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