正则化牛顿方法用于最小化具有Hölder连续Hessian矩阵的函数

Regularized Newton Methods for Minimizing Functions with Hölder Continuous Hessians

SIAM Journal on Optimization · 2017
被引 64
ABS 3

中文导读

研究了用于无约束最小化二次可微(凸或非凸)目标函数的正则化二阶方法,这些方法在不同Hölder类中自动达到最佳全局复杂度估计,并引入了两种新的线搜索接受准则。

Abstract

In this paper, we study the regularized second-order methods for unconstrained minimization of a twice-differentiable (convex or nonconvex) objective function. For the current function, these methods automatically achieve the best possible global complexity estimates among different Hölder classes containing the Hessian of the objective. We show that such methods for functional residual and for the norm of the gradient must be different. For development of the latter methods, we introduced two new line-search acceptance criteria, which can be seen as generalizations of the Armijo condition.

优化理论数值算法机器学习数学规划