Concise complexity analyses for trust region methods
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Abstract: Concise complexity analyses are presented for simple trust region algorithms for solving unconstrained optimization problems. In contrast to a traditional trust region algorithm, the algorithms considered in this paper require certain control over the choice of trust region radius after any successful iteration. The analyses highlight the essential algorithm components required to obtain certain complexity bounds. In addition, a new update strategy for the trust region radius is proposed that offers a second-order complexity bound.
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Cites work
- scientific article; zbMATH DE number 47926 (Why is no real title available?)
- A trust region algorithm with a worst-case iteration complexity of \(\mathcal{O}(\epsilon ^{-3/2})\) for nonconvex optimization
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- Nonlinear stepsize control algorithms: complexity bounds for first- and second-order optimality
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- Trust Region Methods
Cited in
(13)- scientific article; zbMATH DE number 784939 (Why is no real title available?)
- Analysis of inexact trust-region SQP algorithms
- Regional complexity analysis of algorithms for nonconvex smooth optimization
- 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
- Complexity and global rates of trust-region methods based on probabilistic models
- Detecting negative eigenvalues of exact and approximate Hessian matrices in optimization
- scientific article; zbMATH DE number 1183048 (Why is no real title available?)
- Convergence and evaluation-complexity analysis of a regularized tensor-Newton method for solving nonlinear least-squares problems
- Finding stationary points on bounded-rank matrices: a geometric hurdle and a smooth remedy
- The effect of smooth parametrizations on nonconvex optimization landscapes
- An active set trust-region method for bound-constrained optimization
- A proximal quasi-Newton trust-region method for nonsmooth regularized optimization
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