A generalized worst-case complexity analysis for non-monotone line searches (Q2028039)
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scientific article; zbMATH DE number 7352580
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| English | A generalized worst-case complexity analysis for non-monotone line searches |
scientific article; zbMATH DE number 7352580 |
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A generalized worst-case complexity analysis for non-monotone line searches (English)
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31 May 2021
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In this paper , the authors consider the worst-case complexity of a generalized version of the non-monotone line search framework proposed in [\textit{E. W. Sachs} and \textit{S. M. Sachs}, Control Cybern. 40, No. 4, 1059--1075 (2011; Zbl 1318.49059)] for smooth unconstrained optimization problems. This framework is built upon a generalized Armijo rule in which the level of non-monotonicity is controlled by a sequence of non-negative real parameters. The authors obtain complexity bounds to achieve approximate first-order optimality even when this sequence is not summable.
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nonlinear optimization
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unconstrained optimization
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non-monotone line search
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worst-case complexity
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0.8767707347869873
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0.7972695231437683
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0.7906137108802795
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0.7897869944572449
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