On the complexity of finding first-order critical points in constrained nonlinear optimization
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Cites work
- scientific article; zbMATH DE number 5060482 (Why is no real title available?)
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- 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
- An adaptive cubic regularization algorithm for nonconvex optimization with convex constraints and its function-evaluation complexity
- Black-Box Complexity of Local Minimization
- Cubic regularization of Newton method and its global performance
- Introductory lectures on convex optimization. A basic course.
- On the Convergence of Successive Linear-Quadratic Programming Algorithms
- On the complexity of steepest descent, Newton's and regularized Newton's methods for nonconvex unconstrained optimization problems
- On the evaluation complexity of composite function minimization with applications to nonconvex nonlinear programming
- On the oracle complexity of first-order and derivative-free algorithms for smooth nonconvex minimization
- Recursive Trust-Region Methods for Multiscale Nonlinear Optimization
- Worst case complexity of direct search
Cited in
(31)- On high-order model regularization for multiobjective optimization
- Complexity analysis of a trust funnel algorithm for equality constrained optimization
- Worst-case complexity of an SQP method for nonlinear equality constrained stochastic optimization
- Second-order optimality and beyond: characterization and evaluation complexity in convexly constrained nonlinear optimization
- Strict Constraint Qualifications and Sequential Optimality Conditions for Constrained Optimization
- Complexity of proximal augmented Lagrangian for nonconvex optimization with nonlinear equality constraints
- Optimality of orders one to three and beyond: characterization and evaluation complexity in constrained nonconvex optimization
- A derivative-free trust-region algorithm for composite nonsmooth optimization
- Convergence and worst-case complexity of adaptive Riemannian trust-region methods for optimization on manifolds
- Globally convergent homotopy algorithm for solving the KKT systems to the principal-agent bilevel programming
- Optimality condition and complexity analysis for linearly-constrained optimization without differentiability on the boundary
- First-order methods for problems with \(O(1)\) functional constraints can have almost the same convergence rate as for unconstrained problems
- Direct search based on probabilistic feasible descent for bound and linearly constrained problems
- Stochastic first-order methods for convex and nonconvex functional constrained optimization
- Majorization-minimization procedures and convergence of SQP methods for semi-algebraic and tame programs
- A Newton-CG based barrier-augmented Lagrangian method for general nonconvex conic optimization
- Evaluation complexity for nonlinear constrained optimization using unscaled KKT conditions and high-order models
- Riemannian stochastic variance-reduced cubic regularized Newton method for submanifold optimization
- Worst-case evaluation complexity of non-monotone gradient-related algorithms for unconstrained optimization
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- Complexity of an inexact proximal-point penalty method for constrained smooth non-convex optimization
- On the Evaluation Complexity of Constrained Nonlinear Least-Squares and General Constrained Nonlinear Optimization Using Second-Order Methods
- Stochastic optimization over proximally smooth sets
- The multiproximal linearization method for convex composite problems
- Corrigendum to: ``On the complexity of finding first-order critical points in constrained nonlinear optimization
- Level constrained first order methods for function constrained optimization
- On the complexity of an inexact restoration method for constrained optimization
- Worst-case evaluation complexity of a quadratic penalty method for nonconvex optimization
- On the complexity of solving feasibility problems with regularized models
- A trust region method for finding second-order stationarity in linearly constrained nonconvex optimization
- A Newton-CG Based Augmented Lagrangian Method for Finding a Second-Order Stationary Point of Nonconvex Equality Constrained Optimization with Complexity Guarantees
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