Evaluation complexity for nonlinear constrained optimization using unscaled KKT conditions and high-order models
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Publication:2802144
DOI10.1137/15M1031631zbMATH Open1335.90094OpenAlexW2337385024MaRDI QIDQ2802144FDOQ2802144
Authors: E. G. Birgin, J. M. Martínez, S. A. Santos, Philippe L. Toint, J. L. Gardenghi 
Publication date: 25 April 2016
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/15m1031631
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Numerical mathematical programming methods (65K05) Analysis of algorithms and problem complexity (68Q25) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Abstract computational complexity for mathematical programming problems (90C60) Numerical methods based on necessary conditions (49M05)
Cites Work
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- Introductory lectures on convex optimization. A basic course.
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- An adaptive cubic regularization algorithm for nonconvex optimization with convex constraints and its function-evaluation complexity
- On the convergence and worst-case complexity of trust-region and regularization methods for unconstrained optimization
- Worst-case evaluation complexity of non-monotone gradient-related algorithms for unconstrained optimization
- Worst-case evaluation complexity for unconstrained nonlinear optimization using high-order regularized models
- On the complexity of finding first-order critical points in constrained nonlinear optimization
- On the evaluation complexity of cubic regularization methods for potentially rank-deficient nonlinear least-squares problems and its relevance to constrained nonlinear optimization
- On the oracle complexity of first-order and derivative-free algorithms for smooth nonconvex minimization
Cited In (24)
- On High-order Model Regularization for Constrained Optimization
- Error bound conditions and convergence of optimization methods on smooth and proximally smooth manifolds
- Second-order optimality and beyond: characterization and evaluation complexity in convexly constrained nonlinear optimization
- Optimality of orders one to three and beyond: characterization and evaluation complexity in constrained nonconvex optimization
- A second-order optimality condition with first- and second-order complementarity associated with global convergence of algorithms
- On the complexity of finding first-order critical points in constrained nonlinear optimization
- Optimality conditions and global convergence for nonlinear semidefinite programming
- Direct search based on probabilistic feasible descent for bound and linearly constrained problems
- A Newton-CG based barrier-augmented Lagrangian method for general nonconvex conic optimization
- A control-theoretic perspective on optimal high-order optimization
- An augmented Lagrangian algorithm for nonlinear semidefinite programming applied to the covering problem
- Evaluation complexity bounds for smooth constrained nonlinear optimization using scaled KKT conditions and high-order models
- Iteration and evaluation complexity for the minimization of functions whose computation is intrinsically inexact
- On regularization and active-set methods with complexity for constrained optimization
- Ghost penalties in nonconvex constrained optimization: diminishing stepsizes and iteration complexity
- Hessian barrier algorithms for non-convex conic optimization
- A unified adaptive tensor approximation scheme to accelerate composite convex optimization
- Perseus: a simple and optimal high-order method for variational inequalities
- An adaptive high order method for finding third-order critical points of nonconvex optimization
- Worst-case evaluation complexity of a quadratic penalty method for nonconvex optimization
- On the complexity of an inexact restoration method for constrained optimization
- A Newton-CG Based Augmented Lagrangian Method for Finding a Second-Order Stationary Point of Nonconvex Equality Constrained Optimization with Complexity Guarantees
- On high-order model regularization for multiobjective optimization
- Complexity analysis of a trust funnel algorithm for equality constrained optimization
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