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Dettaglio pubblicazione

2019, OPTIMIZATION LETTERS, Pages 1269-1283 (volume: 13)

On global minimizers of quadratic functions with cubic regularization (01a Articolo in rivista)

Cristofari Andrea, Dehghan Niri Tayebeh, Lucidi Stefano

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.
Gruppo di ricerca: Continuous Optimization
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