On the Complexity of an Inexact Restoration Method for Constrained Optimization

DOI10.1137/18M1216146zbMath1453.90162OpenAlexW2997657492WikidataQ126413316 ScholiaQ126413316MaRDI QIDQ5210514

José Mario Martínez, Luís Felipe Bueno

Publication date: 21 January 2020

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/18m1216146

zbMATH Keywords

complexityregularizationconstrained optimizationfirst-order methodscontinuous optimizationinexact restoration methods

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Abstract computational complexity for mathematical programming problems (90C60) Nonlinear programming (90C30)

Related Items

Inexact restoration for derivative-free expensive function minimization and applications, Nonmonotone inexact restoration approach for minimization with orthogonality constraints, Inexact restoration for minimization with inexact evaluation both of the objective function and the constraints, A Newton-CG Based Augmented Lagrangian Method for Finding a Second-Order Stationary Point of Nonconvex Equality Constrained Optimization with Complexity Guarantees, An inexact restoration-nonsmooth algorithm with variable accuracy for stochastic nonsmooth convex optimization problems in machine learning and stochastic linear complementarity problems

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