A Filter Adaptive Cubic Regularisation Method For Unconstrained Optimization

We propose a filter adaptive cubic regularization method for uncon-strained optimization.The method is established by combining the idea presented by Nichlas I.M.Gouldn et al[Mathematical Programming,2005,16:341-357]with the algorithm by Cartis et al[Part I:Mathematical Programming,2011,127(2),245-295].Under reasonable assumptions,we can prove its global convergence.Numerical tests show that our algorithm needs less number of iterations than the original algorithm for some test problems.