Cubic-regularization and trust-region methods with worst case first-order complexity $O(\varepsilon^{-3/2})$ and worst-case second-order complexity $O(\varepsilon^{-3})$ have been developed in the last few years. In this paper it is proved that the same complexities are achieved by means of a quadratic regularization method with a cubic sufficient-descent condition instead of the more usual predicted-reduction based descent. Asymptotic convergence and order of convergence results are also presented. Finally, some numerical experiments comparing the new algorithm with a well-established quadratic regularization method are shown.
Citation
Technical Report MCDO271016, State University of Campinas, Campinas, SP, Brazil, 2016.