The Impact of Noise on Evaluation Complexity: The Deterministic Trust-Region Case
From MaRDI portal
Publication:6364652
DOI10.1007/S10957-022-02153-5arXiv2104.02519MaRDI QIDQ6364652FDOQ6364652
Stefania Bellavia, Philippe L. Toint, Benedetta Morini, Gianmarco Gurioli
Publication date: 6 April 2021
Abstract: Intrinsic noise in objective function and derivatives evaluations may cause premature termination of optimization algorithms. Evaluation complexity bounds taking this situation into account are presented in the framework of a deterministic trust-region method. The results show that the presence of intrinsic noise may dominate these bounds, in contrast with what is known for methods in which the inexactness in function and derivatives' evaluations is fully controllable. Moreover, the new analysis provides estimates of the optimality level achievable, should noise cause early termination. It finally sheds some light on the impact of inexact computer arithmetic on evaluation complexity.
Nonlinear programming (90C30) Abstract computational complexity for mathematical programming problems (90C60)
This page was built for publication: The Impact of Noise on Evaluation Complexity: The Deterministic Trust-Region Case
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6364652)
