Karas, Elizabeth; Santos, Sandra; Svaiter, Benar - In: Computational Optimization and Applications 60 (2015) 2, pp. 343-376
In this work we propose a class of quasi-Newton methods to minimize a twice differentiable function with Lipschitz continuous Hessian. These methods are based on the quadratic regularization of Newton’s method, with algebraic explicit rules for computing the regularizing parameter. The...