Mathematical Programming

, Volume 130, Issue 2, pp 295–319 | Cite as

Adaptive cubic regularisation methods for unconstrained optimization. Part II: worst-case function- and derivative-evaluation complexity

  • Coralia CartisEmail author
  • Nicholas I. M. Gould
  • Philippe L. Toint
Full Length Paper Series A


An Adaptive Regularisation framework using Cubics (ARC) was proposed for unconstrained optimization and analysed in Cartis, Gould and Toint (Part I, Math Program, doi: 10.1007/s10107-009-0286-5, 2009), generalizing at the same time an unpublished method due to Griewank (Technical Report NA/12, 1981, DAMTP, University of Cambridge), an algorithm by Nesterov and Polyak (Math Program 108(1):177–205, 2006) and a proposal by Weiser, Deuflhard and Erdmann (Optim Methods Softw 22(3):413–431, 2007). In this companion paper, we further the analysis by providing worst-case global iteration complexity bounds for ARC and a second-order variant to achieve approximate first-order, and for the latter second-order, criticality of the iterates. In particular, the second-order ARC algorithm requires at most \({\mathcal{O}(\epsilon^{-3/2})}\) iterations, or equivalently, function- and gradient-evaluations, to drive the norm of the gradient of the objective below the desired accuracy \({\epsilon}\), and \({\mathcal{O}(\epsilon^{-3})}\) iterations, to reach approximate nonnegative curvature in a subspace. The orders of these bounds match those proved for Algorithm 3.3 of Nesterov and Polyak which minimizes the cubic model globally on each iteration. Our approach is more general in that it allows the cubic model to be solved only approximately and may employ approximate Hessians.


Nonlinear optimization Unconstrained optimization Cubic regularization Newton’s method Trust-region methods Global complexity bounds Global rate of convergence 

Mathematics Subject Classification (2000)

90C30 65K05 49M37 49M15 58C15 90C60 68Q25 


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Copyright information

© Springer and Mathematical Programming Society 2010

Authors and Affiliations

  • Coralia Cartis
    • 1
    • 2
    Email author
  • Nicholas I. M. Gould
    • 2
    • 3
  • Philippe L. Toint
    • 4
  1. 1.School of MathematicsUniversity of EdinburghEdinburghScotland, UK
  2. 2.Computational Science and Engineering DepartmentRutherford Appleton LaboratoryOxfordshireEngland, UK
  3. 3.Oxford University Computing LaboratoryNumerical Analysis GroupOxfordEngland, UK
  4. 4.Department of MathematicsFUNDP–University of NamurNamurBelgium

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