Complexity bounds for second-order optimality in unconstrained optimization
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Publication:657654
DOI10.1016/J.JCO.2011.06.001zbMATH Open1245.65063OpenAlexW2082877410MaRDI QIDQ657654FDOQ657654
Publication date: 10 January 2012
Published in: Journal of Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jco.2011.06.001
algorithmsregularizationglobal optimizationnonconvex optimizationunconstrained optimizationtrust-regionworst-case analysissecond-order optimally conditions
Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Interior-point methods (90C51)
Cites Work
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Cited In (42)
- Gradient Descent Finds the Cubic-Regularized Nonconvex Newton Step
- 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
- Computing second-order points under equality constraints: revisiting Fletcher's augmented Lagrangian
- Trust-Region Newton-CG with Strong Second-Order Complexity Guarantees for Nonconvex Optimization
- On Regularization and Active-set Methods with Complexity for Constrained Optimization
- A geometric analysis of phase retrieval
- Convergence and worst-case complexity of adaptive Riemannian trust-region methods for optimization on manifolds
- Set-limited functions and polynomial-time interior-point methods
- OFFO minimization algorithms for second-order optimality and their complexity
- Scalable adaptive cubic regularization methods
- A note on inexact gradient and Hessian conditions for cubic regularized Newton's method
- Newton-type methods for non-convex optimization under inexact Hessian information
- Detecting negative eigenvalues of exact and approximate Hessian matrices in optimization
- A decoupled first/second-order steps technique for nonconvex nonlinear unconstrained optimization with improved complexity bounds
- Optimality condition and complexity analysis for linearly-constrained optimization without differentiability on the boundary
- Cubic overestimation and secant updating for unconstrained optimization ofC2, 1functions
- Lower bounds for finding stationary points I
- Adaptive regularization with cubics on manifolds
- Stochastic analysis of an adaptive cubic regularization method under inexact gradient evaluations and dynamic Hessian accuracy
- Lower bounds for finding stationary points II: first-order methods
- Convergence of Newton-MR under Inexact Hessian Information
- On the Complexity of an Inexact Restoration Method for Constrained Optimization
- A note about the complexity of minimizing Nesterov's smooth Chebyshev–Rosenbrock function
- A Newton-CG algorithm with complexity guarantees for smooth unconstrained optimization
- Updating the regularization parameter in the adaptive cubic regularization algorithm
- Title not available (Why is that?)
- Lower bounds for non-convex stochastic optimization
- Complexity of unconstrained \(L_2 - L_p\) minimization
- Using improved directions of negative curvature for the solution of bound-constrained nonconvex problems
- Complexity Analysis of Second-Order Line-Search Algorithms for Smooth Nonconvex Optimization
- Riemannian stochastic variance-reduced cubic regularized Newton method for submanifold optimization
- A concise second-order complexity analysis for unconstrained optimization using high-order regularized models
- On the Evaluation Complexity of Constrained Nonlinear Least-Squares and General Constrained Nonlinear Optimization Using Second-Order Methods
- Hessian barrier algorithms for non-convex conic optimization
- Nonlinear stepsize control algorithms: complexity bounds for first- and second-order optimality
- Finding stationary points on bounded-rank matrices: a geometric hurdle and a smooth remedy
- 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
- Trust region-type method under inexact gradient and inexact Hessian with convergence analysis
- A second-order globally convergent direct-search method and its worst-case complexity
- Sharp Restricted Isometry Bounds for the Inexistence of Spurious Local Minima in Nonconvex Matrix Recovery
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