Higher Order Adaptive Regularization Methods for Unconstrained Optimization

Catapano, Alberto Pasquale (2024) Higher Order Adaptive Regularization Methods for Unconstrained Optimization. [Laurea magistrale], Università di Bologna, Corso di Studio in Matematica [LM-DM270], Documento full-text non disponibile
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Abstract

This thesis deals with the so called 'adaptive-regularization'(AR) methods. Such methods arise from the well-known trust-region(TR) methods, as an attempt to improve efficiency and attain faster convergence. Following in the footsteps of Coralia Cartis, the first part provides an overview of the methods, with a full complexity analysis and an introduction to solving the minimization sub-problem, which can perhaps be seen as the crucial step of the algorithms. On the other hand, the last chapter is all about AR3, i.e. third-order adaptive regularization method; for which a few numerical tests are carried out.

Abstract
Tipologia del documento
Tesi di laurea (Laurea magistrale)
Autore della tesi
Catapano, Alberto Pasquale
Relatore della tesi
Correlatore della tesi
Scuola
Corso di studio
Indirizzo
CURRICULUM ADVANCED MATHEMATICS FOR APPLICATIONS
Ordinamento Cds
DM270
Parole chiave
optimization,trust-region,adaptive,regularization
Data di discussione della Tesi
27 Settembre 2024
URI

Altri metadati

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