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Cubic-Regularisation

This is an implementation of the adaptive regularisation algortihm using cubics (ARC), as developed by Cartis, Gould and Toint in their 2011 paper 'Adaptive cubic regularisation methods for unconstrained optimization. Part I: motivation, convergence and numerical results'.

The main algortihm is contained in the function ARC.m. The script main.m contains an example of how to use the algortihm.

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A cubic regularisation-type Algorithm

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