ISyE Seminar Series - Global performance of the Newton method
In this talk we consider different strategies for regularization of the pure Newton method as applied to unconstrained minimization problems.
For these schemes we prove general convergence results. We establish also the global and local worst-case complexity bounds. It is shown that the corresponding search directions can be computed by a standard linear algebra technique. We discuss also a possibility to accelerate the scheme on the convex problems.
- Workflow Status: Published
- Created By: Barbara Christopher
- Created: 10/08/2010
- Modified By: Fletcher Moore
- Modified: 10/07/2016