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Department of Mathematics,
University of California San Diego

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Center for Computational Mathematics Seminar

Ziyan Zhu

UCSD

Adaptive Cubic Regularization Methods for Nonconvex Unconstrained Optimization

Abstract:

Adaptive cubic regularization methods have several favorable properties for nonconvex optimization. In particular, under mild assumptions, they are globally convergent to a second-order stationary point. In this talk, I will introduce an adaptive cubic regularization method for unconstrained optimization. Methods analogous to those used to solve the trust-region subproblem will be discussed for solving the local cubic model. Some numerical results will be presented that compare a cubic regularized Newton's method, a standard trust-region method and a trust-search method.

November 12, 2019

10:00 AM

AP&M 2402

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