A trust region algorithm with adaptive cubic regularization methods for nonsmooth convex minimization
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References listed on IDEAS
- Helmberg, C., 2002. "Semidefinite programming," European Journal of Operational Research, Elsevier, vol. 137(3), pages 461-482, March.
- Samuel Burer & Dieter Vandenbussche, 2009. "Globally solving box-constrained nonconvex quadratic programs with semidefinite-based finite branch-and-bound," Computational Optimization and Applications, Springer, vol. 43(2), pages 181-195, June.
- Kojima, Masakazu & Tuncel, Levent, 2002. "On the finite convergence of successive SDP relaxation methods," European Journal of Operational Research, Elsevier, vol. 143(2), pages 325-341, December.
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- repec:spr:jglopt:v:68:y:2017:i:2:d:10.1007_s10898-016-0475-8 is not listed on IDEAS
- J. Martínez & M. Raydan, 2015. "Separable cubic modeling and a trust-region strategy for unconstrained minimization with impact in global optimization," Journal of Global Optimization, Springer, vol. 63(2), pages 319-342, October.
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KeywordsTrust region method; Nonsmooth convex minimization; Moreau-Yosida regularization; Proximal method; Cubic overestimation model;
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