On the evaluation complexity of composite function minimization with applications to nonconvex nonlinear programming
exact penalty methodsglobal complexity boundsglobal rate of convergencenonlinear programmingnonsmooth optimizationquadratic regularization methodssteepest descent methodstrust region methods
Numerical methods based on necessary conditions (49M05) Numerical methods based on nonlinear programming (49M37) Implicit function theorems; global Newton methods on manifolds (58C15) Numerical mathematical programming methods (65K05) Analysis of algorithms and problem complexity (68Q25) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Abstract computational complexity for mathematical programming problems (90C60)
- An algorithm for the minimization of nonsmooth nonconvex functions using inexact evaluations and its worst-case complexity
- Worst-case evaluation complexity of a quadratic penalty method for nonconvex optimization
- Sharp worst-case evaluation complexity bounds for arbitrary-order nonconvex optimization with inexpensive constraints
- Evaluation complexity of algorithms for nonconvex optimization. Theory, computation and perspectives
- Worst-case evaluation complexity of non-monotone gradient-related algorithms for unconstrained optimization
- Second-order optimality and beyond: characterization and evaluation complexity in convexly 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
- An algorithm for the minimization of nonsmooth nonconvex functions using inexact evaluations and its worst-case complexity
- Worst-case evaluation complexity of derivative-free nonmonotone line search methods for solving nonlinear systems of equations
- Stochastic variance-reduced prox-linear algorithms for nonconvex composite optimization
- Complexity of an inexact proximal-point penalty method for constrained smooth non-convex optimization
- The multiproximal linearization method for convex composite problems
- Nonsmooth optimization using Taylor-like models: error bounds, convergence, and termination criteria
- Optimality condition and complexity analysis for linearly-constrained optimization without differentiability on the boundary
- Efficiency of minimizing compositions of convex functions and smooth maps
- Recent advances in trust region algorithms
- Smoothing projected Barzilai-Borwein method for constrained non-Lipschitz optimization
- On the complexity of finding first-order critical points in constrained nonlinear optimization
- Complexity analysis of interior point algorithms for non-Lipschitz and nonconvex minimization
- Majorization-minimization-based Levenberg-Marquardt method for constrained nonlinear least squares
- Evaluation complexity for nonlinear constrained optimization using unscaled KKT conditions and high-order models
- Trust-region methods without using derivatives: worst case complexity and the nonsmooth case
- Penalty methods with stochastic approximation for stochastic nonlinear programming
- A smoothing SQP framework for a class of composite L_q minimization over polyhedron
- Linearly constrained non-Lipschitz optimization for image restoration
- Complexity analysis of a trust funnel algorithm for equality constrained optimization
- On the convergence and worst-case complexity of trust-region and regularization methods for unconstrained optimization
- A note on the smoothing quadratic regularization method for non-Lipschitz optimization
- Variable Metric Forward-Backward Algorithm for Composite Minimization Problems
- Ghost penalties in nonconvex constrained optimization: diminishing stepsizes and iteration complexity
- Corrigendum to: ``On the complexity of finding first-order critical points in constrained nonlinear optimization
- A proximal quasi-Newton trust-region method for nonsmooth regularized optimization
- First-order methods for problems with \(O(1)\) functional constraints can have almost the same convergence rate as for unconstrained problems
- Evaluation complexity of algorithms for nonconvex optimization. Theory, computation and perspectives
- Relax-and-split method for nonconvex inverse problems
- Manifold sampling for optimizing nonsmooth nonconvex compositions
- On the complexity of an inexact restoration method for constrained optimization
- Sharp worst-case evaluation complexity bounds for arbitrary-order nonconvex optimization with inexpensive constraints
- Error bounds, quadratic growth, and linear convergence of proximal methods
- Worst-case evaluation complexity of non-monotone gradient-related algorithms for unconstrained optimization
- Complexity and performance of an augmented Lagrangian algorithm
- High-order optimization methods for fully composite problems
- Worst-case evaluation complexity of a quadratic penalty method for nonconvex optimization
- Proximal gradient algorithm with trust region scheme on Riemannian manifold
- A decentralized smoothing quadratic regularization algorithm for composite consensus optimization with non-Lipschitz singularities
- A proximal trust-region method for nonsmooth optimization with inexact function and gradient evaluations
- Stochastic inexact augmented Lagrangian method for nonconvex expectation constrained optimization
- Joint synthesis of trajectory and controlled invariant funnel for discrete‐time systems with locally Lipschitz nonlinearities
- Consistent fusion method with uncertainty elimination for distributed multi-sensor systems
- The evaluation complexity of finding high-order minimizers of nonconvex optimization
- Local convergence analysis of an inexact trust-region method for nonsmooth optimization
- Complexity of finite-sum optimization with nonsmooth composite functions and non-Lipschitz regularization
- A Levenberg-Marquardt method for nonsmooth regularized least squares
- Level constrained first order methods for function constrained optimization
- Second-order methods for quartically-regularised cubic polynomials, with applications to high-order tensor methods
- Nonsmooth nonconvex-nonconcave minimax optimization: primal-dual balancing and iteration complexity analysis
- Accelerated-gradient-based generalized Levenberg-Marquardt method with oracle complexity bound and local quadratic convergence
- Continuous-time successive convexification for constrained trajectory optimization
- TRFD: a derivative-free trust-region method based on finite differences for composite nonsmooth optimization
- On detecting degenerate stationarity
- Quartic regularity
- First-order methods for nonsmooth nonconvex functional constrained optimization with or without Slater points
- Complexity of linearized quadratic penalty for optimization with nonlinear equality constraints
- Smoothing methods for nonsmooth, nonconvex minimization
- A proximal modified quasi-Newton method for nonsmooth regularized optimization
- Nonsmooth exact penalty methods for equality-constrained optimization: complexity and implementation
- Robust solutions of nonlinear least squares problems via min-max optimization
- A survey of trust-region radius update mechanisms. Part I: First-order analysis
- An adaptive interior-point method with backtracking line search for convex constrained optimization
- Some unified theory for variance reduced prox-linear methods
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