On global minimizers of quadratic functions with cubic regularization

被引:0
|
作者
Andrea Cristofari
Tayebeh Dehghan Niri
Stefano Lucidi
机构
[1] University of Padua,Department of Mathematics
[2] Yazd University,Department of Mathematics
[3] Sapienza University of Rome,Department of Computer, Control and Management Engineering
来源
Optimization Letters | 2019年 / 13卷
关键词
Unconstrained optimization; Cubic regularization; Global minima;
D O I
暂无
中图分类号
学科分类号
摘要
In this paper, we analyze some theoretical properties of the problem of minimizing a quadratic function with a cubic regularization term, arising in many methods for unconstrained and constrained optimization that have been proposed in the last years. First we show that, given any stationary point that is not a global solution, it is possible to compute, in closed form, a new point with a smaller objective function value. Then, we prove that a global minimizer can be obtained by computing a finite number of stationary points. Finally, we extend these results to the case where stationary conditions are approximately satisfied, discussing some possible algorithmic applications.
引用
收藏
页码:1269 / 1283
页数:14
相关论文
共 50 条
  • [31] Global convergence of steepest descent for quadratic functions
    Zeng, ZG
    Huang, DS
    Wang, ZF
    INTELLIGENT DAA ENGINEERING AND AUTOMATED LEARNING IDEAL 2004, PROCEEDINGS, 2004, 3177 : 672 - 677
  • [32] A CLASS OF FILLED FUNCTIONS FOR FINDING GLOBAL MINIMIZERS OF A FUNCTION OF SEVERAL-VARIABLES
    GE, RP
    QIN, YF
    JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 1987, 54 (02) : 241 - 252
  • [33] Stability of the minimizers of least squares with a non-convex regularization. Part II: Global behavior
    Durand, S
    Nikolova, M
    APPLIED MATHEMATICS AND OPTIMIZATION, 2006, 53 (03): : 259 - 277
  • [34] Characterizing Approximate Global Minimizers of the Difference of two Abstract Convex Functions with Applications
    Sattarzadeh, A. R.
    Mohebi, H.
    FILOMAT, 2019, 33 (08) : 2431 - 2445
  • [35] Better Hausdorff Dimension Estimations of Quadratic and Cubic Functions' Julia Sets
    方丽萍
    张春红
    Journal of Beijing Institute of Technology, 2006, (01) : 123 - 126
  • [36] Comparative Analysis of Signal Functions, Built on the Basis of Quadratic and Cubic Splines
    Strelkovskaya, Irina
    Makoganiuk, Anastasiya
    Paskalenko, Stanislav
    2015 SECOND INTERNATIONAL SCIENTIFIC-PRACTICAL CONFERENCE PROBLEMS OF INFOCOMMUNICATIONS SCIENCE AND TECHNOLOGY (PIC S&T 2015), 2015, : 173 - 176
  • [37] CLASS OF FILLED FUNCTIONS FOR FINDING GLOBAL MINIMIZERS OF A FUNCTION OF SEVERAL VARIABLES.
    Ge, R.P.
    Qin, Y.F.
    Journal of Optimization Theory and Applications, 1987, 54 (02): : 241 - 252
  • [38] Stability of the Minimizers of Least Squares with a Non-Convex Regularization. Part II: Global Behavior
    S. Durand
    M. Nikolova
    Applied Mathematics and Optimization, 2006, 53 : 259 - 277
  • [39] An Algorithm for Global Minimization of Linearly Constrained Quadratic Functions*
    Oscar Barrientos
    Rafael Correa
    Journal of Global Optimization, 2000, 16 : 77 - 93
  • [40] Global Stabilization of Nonlinear Systems by Quadratic Lyapunov Functions
    Zuber, I. E.
    Gelig, A. Kh.
    VESTNIK ST PETERSBURG UNIVERSITY-MATHEMATICS, 2010, 43 (01) : 49 - 53