Sciweavers

MP
2006
134views more  MP 2006»
13 years 11 months ago
Cubic regularization of Newton method and its global performance
In this paper, we provide theoretical analysis for a cubic regularization of Newton method as applied to unconstrained minimization problem. For this scheme, we prove general local...
Yurii Nesterov, Boris T. Polyak
MP
2008
101views more  MP 2008»
13 years 11 months ago
Accelerating the cubic regularization of Newton's method on convex problems
In this paper we propose an accelerated version of the cubic regularization of Newton's method [6]. The original version, used for minimizing a convex function with Lipschitz...
Yu. Nesterov