Concise complexity analyses for trust region methods

DOI10.1007/S11590-018-1286-2zbMath1412.90139arXiv1802.07843OpenAlexW2962881194MaRDI QIDQ1634776

Zachary Lubberts, Daniel P. Robinson, Frank E. Curtis

Publication date: 18 December 2018

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1802.07843

zbMATH Keywords

unconstrained optimizationglobal convergencenonlinear optimizationnonconvex optimizationtrust region methodsworst-case iteration complexityworst-case evaluation complexity

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Related Items (8)

A Proximal Quasi-Newton Trust-Region Method for Nonsmooth Regularized Optimization ⋮ An active set trust-region method for bound-constrained optimization ⋮ Finding stationary points on bounded-rank matrices: a geometric hurdle and a smooth remedy ⋮ Worst-Case Complexity of TRACE with Inexact Subproblem Solutions for Nonconvex Smooth Optimization ⋮ Complexity analysis of interior-point methods for second-order stationary points of nonlinear semidefinite optimization problems ⋮ Convergence and evaluation-complexity analysis of a regularized tensor-Newton method for solving nonlinear least-squares problems ⋮ Detecting negative eigenvalues of exact and approximate Hessian matrices in optimization ⋮ Regional complexity analysis of algorithms for nonconvex smooth optimization

Cites Work

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• On the convergence and worst-case complexity of trust-region and regularization methods for unconstrained optimization
• Nonlinear stepsize control algorithms: complexity bounds for first- and second-order optimality
• A trust region algorithm with a worst-case iteration complexity of \(\mathcal{O}(\epsilon ^{-3/2})\) for nonconvex optimization
• Adaptive cubic regularisation methods for unconstrained optimization. II: Worst-case function- and derivative-evaluation complexity
• Trust Region Methods
• Nonlinear stepsize control, trust regions and regularizations for unconstrained optimization

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