An adaptive cubic regularization algorithm for nonconvex optimization with convex constraints and its function-evaluation complexity
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Publication:4649640
DOI10.1093/IMANUM/DRR035zbMATH Open1267.65061OpenAlexW2133068139MaRDI QIDQ4649640FDOQ4649640
Authors:
Publication date: 12 November 2012
Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)
Full work available at URL: http://purl.org/net/epubs/work/56166
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Numerical mathematical programming methods (65K05) Convex programming (90C25) Complexity and performance of numerical algorithms (65Y20) Nonlinear programming (90C30)
Cited In (45)
- Model-based derivative-free methods for convex-constrained optimization
- Convergence Properties of an Objective-Function-Free Optimization Regularization Algorithm, Including an \(\boldsymbol{\mathcal{O}(\epsilon^{-3/2})}\) Complexity Bound
- 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
- Evaluation complexity of adaptive cubic regularization methods for convex unconstrained optimization
- Two modified adaptive cubic regularization algorithms by using the nonmonotone Armijo-type line search
- Structured nonconvex and nonsmooth optimization: algorithms and iteration complexity analysis
- On the complexity of finding first-order critical points in constrained nonlinear optimization
- Sharp worst-case evaluation complexity bounds for arbitrary-order nonconvex optimization with inexpensive constraints
- Projected adaptive cubic regularization algorithm with derivative-free filter technique for box constrained optimization
- An algorithm for the minimization of nonsmooth nonconvex functions using inexact evaluations and its worst-case complexity
- High-order evaluation complexity for convexly-constrained optimization with non-Lipschitzian group sparsity terms
- Adaptive Third-Order Methods for Composite Convex Optimization
- Complexity of a projected Newton-CG method for optimization with bounds
- A note on inexact gradient and Hessian conditions for cubic regularized Newton's method
- On the evaluation complexity of cubic regularization methods for potentially rank-deficient nonlinear least-squares problems and its relevance to constrained nonlinear optimization
- An interior affine scaling cubic regularization algorithm for derivative-free optimization subject to bound constraints
- Algebraic rules for quadratic regularization of Newton's method
- Stochastic conditional gradient++: (Non)convex minimization and continuous submodular maximization
- Stochastic analysis of an adaptive cubic regularization method under inexact gradient evaluations and dynamic Hessian accuracy
- Interior-point methods for nonconvex nonlinear programming: cubic regularization
- A filter sequential adaptive cubic regularization algorithm for nonlinear constrained optimization
- Direct search based on probabilistic feasible descent for bound and linearly constrained problems
- Subdivision-based nonlinear multiscale cloth simulation
- On global minimizers of quadratic functions with cubic regularization
- Adaptive regularization for nonconvex optimization using inexact function values and randomly perturbed derivatives
- Evaluation complexity for nonlinear constrained optimization using unscaled KKT conditions and high-order models
- On regularization and active-set methods with complexity for constrained optimization
- 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
- Recent advances in trust region algorithms
- Hessian barrier algorithms for non-convex conic optimization
- Worst-case evaluation complexity for unconstrained nonlinear optimization using high-order regularized models
- Complexity analysis of interior point algorithms for non-Lipschitz and nonconvex minimization
- Complexity bounds for second-order optimality in unconstrained optimization
- Complexity of Partially Separable Convexly Constrained Optimization with Non-Lipschitzian Singularities
- Worst-case evaluation complexity of a quadratic penalty method for nonconvex optimization
- A sequential adaptive regularisation using cubics algorithm for solving nonlinear equality constrained optimization
- Majorization-minimization-based Levenberg-Marquardt method for constrained nonlinear least squares
- On the use of iterative methods in cubic regularization for unconstrained optimization
- A trust region method for finding second-order stationarity in linearly constrained nonconvex optimization
- Finding second-order stationary points in constrained minimization: a feasible direction approach
- Adaptive Regularization Algorithms with Inexact Evaluations for Nonconvex Optimization
- Worst-case complexity of an SQP method for nonlinear equality constrained stochastic optimization
- Complexity analysis of a trust funnel algorithm for equality constrained optimization
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