Worst-case evaluation complexity for unconstrained nonlinear optimization using high-order regularized models
Publication:526842
DOI10.1007/s10107-016-1065-8zbMath1365.90236OpenAlexW2510806995MaRDI QIDQ526842
J. L. Gardenghi, José Mario Martínez, Ernesto G. Birgin, Sandra Augusta Santos, Phillipe L. Toint
Publication date: 15 May 2017
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-016-1065-8
unconstrained optimizationregularizationnonlinear optimizationevaluation complexityhigh-order models
Analysis of algorithms and problem complexity (68Q25) Numerical mathematical programming methods (65K05) Abstract computational complexity for mathematical programming problems (90C60) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)
Related Items (73)
Cites Work
- On the convergence and worst-case complexity of trust-region and regularization methods for unconstrained optimization
- Adaptive cubic regularisation methods for unconstrained optimization. I: Motivation, convergence and numerical results
- Adaptive cubic regularisation methods for unconstrained optimization. II: Worst-case function- and derivative-evaluation complexity
- Complexity bounds for second-order optimality in unconstrained optimization
- Worst case complexity of direct search
- Introductory lectures on convex optimization. A basic course.
- Cubic regularization of Newton method and its global performance
- Complexity analysis of interior point algorithms for non-Lipschitz and nonconvex minimization
- Evaluation complexity of adaptive cubic regularization methods for convex unconstrained optimization
- Convergence of a Regularized Euclidean Residual Algorithm for Nonlinear Least-Squares
- On the Complexity of Steepest Descent, Newton's and Regularized Newton's Methods for Nonconvex Unconstrained Optimization Problems
- Recursive Trust-Region Methods for Multiscale Nonlinear Optimization
- An adaptive cubic regularization algorithm for nonconvex optimization with convex constraints and its function-evaluation complexity
- Black-Box Complexity of Local Minimization
- Modified Gauss–Newton scheme with worst case guarantees for global performance
This page was built for publication: Worst-case evaluation complexity for unconstrained nonlinear optimization using high-order regularized models