On the complexity of finding first-order critical points in constrained nonlinear optimization
From MaRDI portal
Publication:2452373
DOI10.1007/s10107-012-0617-9zbMath1301.68154OpenAlexW2097311548WikidataQ58185701 ScholiaQ58185701MaRDI QIDQ2452373
Coralia Cartis, Nicholas I. M. Gould, Phillipe L. Toint
Publication date: 2 June 2014
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: http://purl.org/net/epubs/manifestation/6466/RAL-TR-2011-008.pdf
Analysis of algorithms and problem complexity (68Q25) Abstract computational complexity for mathematical programming problems (90C60) Nonlinear programming (90C30)
Related Items
Complexity of an inexact proximal-point penalty method for constrained smooth non-convex optimization, On high-order model regularization for multiobjective optimization, Direct search based on probabilistic feasible descent for bound and linearly constrained problems, Riemannian stochastic variance-reduced cubic regularized Newton method for submanifold optimization, The multiproximal linearization method for convex composite problems, Worst-case evaluation complexity of a quadratic penalty method for nonconvex optimization, A Newton-CG Based Augmented Lagrangian Method for Finding a Second-Order Stationary Point of Nonconvex Equality Constrained Optimization with Complexity Guarantees, Worst-case complexity of an SQP method for nonlinear equality constrained stochastic optimization, Stochastic first-order methods for convex and nonconvex functional constrained optimization, A Trust Region Method for Finding Second-Order Stationarity in Linearly Constrained Nonconvex Optimization, Complexity Analysis of a Trust Funnel Algorithm for Equality Constrained Optimization, Corrigendum to: ``On the complexity of finding first-order critical points in constrained nonlinear 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, Second-order optimality and beyond: characterization and evaluation complexity in convexly constrained nonlinear optimization, Evaluation Complexity for Nonlinear Constrained Optimization Using Unscaled KKT Conditions and High-Order Models, Majorization-Minimization Procedures and Convergence of SQP Methods for Semi-Algebraic and Tame Programs, On the Complexity of an Inexact Restoration Method for Constrained Optimization, Strict Constraint Qualifications and Sequential Optimality Conditions for Constrained Optimization, Optimality condition and complexity analysis for linearly-constrained optimization without differentiability on the boundary, Worst-case evaluation complexity of non-monotone gradient-related algorithms for unconstrained optimization, On the Evaluation Complexity of Constrained Nonlinear Least-Squares and General Constrained Nonlinear Optimization Using Second-Order Methods, Globally convergent homotopy algorithm for solving the KKT systems to the principal-agent bilevel programming
Cites Work
- 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
- Worst case complexity of direct search
- Introductory lectures on convex optimization. A basic course.
- Cubic regularization of Newton method and its global performance
- On the Oracle Complexity of First-Order and Derivative-Free Algorithms for Smooth Nonconvex Minimization
- 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
- 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
- A note about the complexity of minimizing Nesterov's smooth Chebyshev–Rosenbrock function
- On the Convergence of Successive Linear-Quadratic Programming Algorithms
- Unnamed Item
