On the complexity of finding first-order critical points in constrained nonlinear optimization (Q2452373): Difference between revisions

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+On the Convergence of Successive Linear-Quadratic Programming Algorithms
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+On the Complexity of Steepest Descent, Newton's and Regularized Newton's Methods for Nonconvex Unconstrained Optimization Problems
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+Adaptive cubic regularisation methods for unconstrained optimization. I: Motivation, convergence and numerical results
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+Adaptive cubic regularisation methods for unconstrained optimization. II: Worst-case function- and derivative-evaluation complexity
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+On the Evaluation Complexity of Composite Function Minimization with Applications to Nonconvex Nonlinear Programming
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+A note about the complexity of minimizing Nesterov's smooth Chebyshev–Rosenbrock function
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+On the Oracle Complexity of First-Order and Derivative-Free Algorithms for Smooth Nonconvex Minimization
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+An adaptive cubic regularization algorithm for nonconvex optimization with convex constraints and its function-evaluation complexity
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+Recursive Trust-Region Methods for Multiscale Nonlinear Optimization
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+Introductory lectures on convex optimization. A basic course.
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+Cubic regularization of Newton method and its global performance
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+Q5491447
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+Black-Box Complexity of Local Minimization
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+Worst case complexity of direct search
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