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
  • [41] An algorithm for global minimization of linearly constrained quadratic functions
    Barrientos, O
    Correa, R
    JOURNAL OF GLOBAL OPTIMIZATION, 2000, 16 (01) : 77 - 93
  • [42] On continuity of minimizers for certain quadratic growth functionals
    Ragusa, MA
    Tachikawa, A
    JOURNAL OF THE MATHEMATICAL SOCIETY OF JAPAN, 2005, 57 (03) : 691 - 700
  • [43] Global higher integrability for non-quadratic parabolic quasi-minimizers on metric measure spaces
    Fujishima, Yohei
    Habermann, Jens
    ADVANCES IN CALCULUS OF VARIATIONS, 2017, 10 (03) : 267 - 301
  • [44] STABLE MINIMIZERS OF φ-REGULAR FUNCTIONS
    Yao, Jen-Chih
    Zheng, Xi Yin
    Zhu, Jiangxing
    SIAM JOURNAL ON OPTIMIZATION, 2017, 27 (02) : 1150 - 1170
  • [45] Global gradient estimates for non-quadratic vector-valued parabolic quasi-minimizers
    Habermann, J.
    NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS, 2015, 114 : 42 - 73
  • [46] Approximation of generalized minimizers and regularization of optimal control problems
    Guerra, Manuel
    Sarychev, Andrey
    LAGRANGIAN AND HAMILTONIAN METHODS FOR NONLINEAR CONTROL 2006, 2007, 366 : 269 - +
  • [47] On global quadratic growth condition for min-max optimization problems with quadratic functions
    Chen, Zhangyou
    Yang, Xiaoqi
    APPLICABLE ANALYSIS, 2015, 94 (01) : 144 - 152
  • [48] Optical system visualization of combined reflectance model based on cubic and quadratic functions
    Romanyuk, Oleksandr
    Zavalniuk, Yevhen
    Titova, Nataliia V.
    Kaduk, Oleksandr
    Wojcik, Waldemar
    Kalimoldayev, Maksat
    Shermantayeva, Zhazira
    OPTICAL FIBERS AND THEIR APPLICATIONS 2023, 2024, 12985
  • [49] Updating the regularization parameter in the adaptive cubic regularization algorithm
    N. I. M. Gould
    M. Porcelli
    P. L. Toint
    Computational Optimization and Applications, 2012, 53 : 1 - 22
  • [50] Updating the regularization parameter in the adaptive cubic regularization algorithm
    Gould, N. I. M.
    Porcelli, M.
    Toint, P. L.
    COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2012, 53 (01) : 1 - 22