Optimality condition and complexity analysis for linearly-constrained optimization without differentiability on the boundary (Q2330649): Difference between revisions

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English	Optimality condition and complexity analysis for linearly-constrained optimization without differentiability on the boundary	scientific article

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scholarly article

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Optimality condition and complexity analysis for linearly-constrained optimization without differentiability on the boundary (English)

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Mathematical Programming. Series A. Series B

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publication date

22 October 2019

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full work available at URL

https://arxiv.org/abs/1702.04300

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zbMATH Keywords

constrained optimization

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nonconvex programming

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interior point method

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first order algorithm

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nonsmooth problems

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MaRDI profile type

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Mesh Adaptive Direct Search Algorithms for Constrained Optimization

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On sequential optimality conditions for smooth constrained optimization

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A second-order sequential optimality condition associated to the convergence of optimization algorithms

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A relaxed constant positive linear dependence constraint qualification and applications

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Two New Weak Constraint Qualifications and Applications

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A Cone-Continuity Constraint Qualification and Algorithmic Consequences

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A New Sequential Optimality Condition for Constrained Optimization and Algorithmic Consequences

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Optimality and Complexity for Constrained Optimization Problems with Nonconvex Regularization

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Worst-Case Complexity of Smoothing Quadratic Regularization Methods for Non-Lipschitzian Optimization

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Linearly Constrained Non-Lipschitz Optimization for Image Restoration

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Complexity analysis of interior point algorithms for non-Lipschitz and nonconvex minimization

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Worst-case evaluation complexity for unconstrained nonlinear optimization using high-order regularized models

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Augmented Lagrangians with constrained subproblems and convergence to second-order stationary points

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The Use of Quadratic Regularization with a Cubic Descent Condition for Unconstrained Optimization

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Accelerated Methods for NonConvex Optimization

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Adaptive cubic regularisation methods for unconstrained optimization. II: Worst-case function- and derivative-evaluation complexity

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Corrigendum to: ``On the complexity of finding first-order critical points in constrained nonlinear optimization''

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On the Evaluation Complexity of Composite Function Minimization with Applications to Nonconvex Nonlinear Programming

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On the complexity of finding first-order critical points in constrained nonlinear optimization

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On the Evaluation Complexity of Constrained Nonlinear Least-Squares and General Constrained Nonlinear Optimization Using Second-Order Methods

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Second-order optimality and beyond: characterization and evaluation complexity in convexly constrained nonlinear optimization

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Evaluation complexity bounds for smooth constrained nonlinear optimization using scaled KKT conditions and high-order models

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Complexity bounds for second-order optimality in unconstrained optimization

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Worst-case evaluation complexity of regularization methods for smooth unconstrained optimization using Hölder continuous gradients

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Penalty Methods for a Class of Non-Lipschitz Optimization Problems

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Lower Bound Theory of Nonzero Entries in Solutions of $\ell_2$-$\ell_p$ Minimization

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A trust region algorithm with a worst-case iteration complexity of \(\mathcal{O}(\epsilon ^{-3/2})\) for nonconvex optimization

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Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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Nonconcave Penalized Likelihood With NP-Dimensionality

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Strong oracle optimality of folded concave penalized estimation

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Computing Optimal Locally Constrained Steps

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Regularized Newton Methods for Minimizing Functions with Hölder Continuous Hessians

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On the convergence and worst-case complexity of trust-region and regularization methods for unconstrained optimization

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Nonlinear stepsize control algorithms: complexity bounds for first- and second-order optimality

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Recursive Trust-Region Methods for Multiscale Nonlinear Optimization

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A second-order optimality condition with first- and second-order complementarity associated with global convergence of algorithms

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New constraint qualifications with second-order properties in nonlinear optimization

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Introduction to the Theory of Nonlinear Optimization

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A new polynomial-time algorithm for linear programming

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Folded concave penalized sparse linear regression: sparsity, statistical performance, and algorithmic theory for local solutions

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A smoothing SQP framework for a class of composite \(L_q\) minimization over polyhedron

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Regularized M-estimators with nonconvexity: Statistical and algorithmic theory for local optima

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On High-order Model Regularization for Constrained Optimization

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Cubic-regularization counterpart of a variable-norm trust-region method for unconstrained minimization

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A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers

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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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Variational Analysis

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Nonlinear stepsize control, trust regions and regularizations for unconstrained optimization

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Newton’s Method with a Model Trust Region Modification

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Calibrating nonconvex penalized regression in ultra-high dimension

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Optimal computational and statistical rates of convergence for sparse nonconvex learning problems

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On affine scaling algorithms for nonconvex quadratic programming

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On the complexity of approximating a KKT point of quadratic programming

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Identifiers

zbMATH Open document ID

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10.1007/s10107-018-1290-4

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

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