Worst-case evaluation complexity of a quadratic penalty method for nonconvex optimization
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Cites work
- scientific article; zbMATH DE number 701829 (Why is no real title available?)
- scientific article; zbMATH DE number 3307153 (Why is no real title available?)
- An adaptive cubic regularization algorithm for nonconvex optimization with convex constraints and its function-evaluation complexity
- Complexity analysis of a trust funnel algorithm for equality constrained optimization
- Complexity of a quadratic penalty accelerated inexact proximal point method for solving linearly constrained nonconvex composite programs
- Complexity of proximal augmented Lagrangian for nonconvex optimization with nonlinear equality constraints
- Corrigendum to: ``On the complexity of finding first-order critical points in constrained nonlinear optimization
- Evaluation complexity bounds for smooth constrained nonlinear optimization using scaled KKT conditions and high-order models
- Evaluation complexity for nonlinear constrained optimization using unscaled KKT conditions and high-order models
- Ghost penalties in nonconvex constrained optimization: diminishing stepsizes and iteration complexity
- Non-Linear Programming Via Penalty Functions
- Numerical Optimization
- On High-order Model Regularization for Constrained Optimization
- On a Method of Courant for Minimizing Functionals
- On regularization and active-set methods with complexity for constrained optimization
- On the complexity of an augmented Lagrangian method for nonconvex optimization
- On the complexity of finding first-order critical points in constrained nonlinear optimization
- On the evaluation complexity of composite function minimization with applications to nonconvex nonlinear programming
- 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 worst-case evaluation complexity of non-monotone line search algorithms
- Optimality condition and complexity analysis for linearly-constrained optimization without differentiability on the boundary
- Tensor methods for finding approximate stationary points of convex functions
Cited in
(7)- Complexity of a quadratic penalty accelerated inexact proximal point method for solving linearly constrained nonconvex composite programs
- Complexity of proximal augmented Lagrangian for nonconvex optimization with nonlinear equality constraints
- On the complexity of an augmented Lagrangian method for nonconvex optimization
- On the evaluation complexity of composite function minimization with applications to nonconvex nonlinear programming
- Ghost penalties in nonconvex constrained optimization: diminishing stepsizes and iteration complexity
- Complexity of an inexact proximal-point penalty method for constrained smooth non-convex optimization
- Worst-case complexity of smoothing quadratic regularization methods for non-Lipschitzian optimization
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