Complexity of a projected Newton-CG method for optimization with bounds - Xie, Yue; Wright, Stephen J. (Mathematical programming, 2024)
Keywords: Algorithms; Calculus of Variations and Optimal Control; Optimization; Combinatorics; Comparative analysis; Complexity; Full Length Paper; Mathematical and Computational Physics; Mathematical Methods in Physics; Mathematics; Mathematics and Statistics; Mathematics of Computing; Methods; Newton methods; Numerical Analysis; Optimization; Theoretical; Conjugate gradient method; Complexity guarantees; 68Q25; Projected gradient method; 90C30; 90C06; Newton’s method; 49M15; 90C60; Nonconvex bound-constrained optimization