Article ID: | iaor20171758 |
Volume: | 68 |
Issue: | 2 |
Start Page Number: | 367 |
End Page Number: | 385 |
Publication Date: | Jun 2017 |
Journal: | Journal of Global Optimization |
Authors: | Raydan M, Martnez J |
Keywords: | heuristics, experiment |
In a recent paper, we introduced a trust‐region method with variable norms for unconstrained minimization, we proved standard asymptotic convergence results, and we discussed the impact of this method in global optimization. Here we will show that, with a simple modification with respect to the sufficient descent condition and replacing the trust‐region approach with a suitable cubic regularization, the complexity of this method for finding approximate first‐order stationary points is