Second-order methods in Nonlinear Optimization

Preprints

• Yu. Nesterov. Cubic regularization of Newton's method on convex problems with constraints. CORE Discussion Paper #2006/39, (2006)

Papers in journals

1. Yu. Nesterov. Accelerating the cubic regularization of Newton's method on convex problems. Accepted by Mathematical Programming (pdf).
2. Yu. Nesterov. Modified Gauss-Newton scheme with worst-case guarantees for its global performance. Accepted by Optimization Methods and Software (pdf).
3. Yu. Nesterov and B. Polyak. Cubic regularization of Newton's method and its global performance. Mathematical Programming, 108(1), 177-205 (2006), (pdf).

Software