Second-order optimality and beyond: characterization and evaluation complexity in nonconvex convexly-constrained optimization
暂无分享,去创建一个
[1] Nicholas I. M. Gould,et al. On the Complexity of Steepest Descent, Newton's and Regularized Newton's Methods for Nonconvex Unconstrained Optimization Problems , 2010, SIAM J. Optim..
[2] Luís Nunes Vicente,et al. Trust-Region Methods Without Using Derivatives: Worst Case Complexity and the NonSmooth Case , 2016, SIAM J. Optim..
[3] Nicholas I. M. Gould,et al. On the Evaluation Complexity of Cubic Regularization Methods for Potentially Rank-Deficient Nonlinear Least-Squares Problems and Its Relevance to Constrained Nonlinear Optimization , 2013, SIAM J. Optim..
[4] Lue Li,et al. A trust region algorithm with adaptive cubic regularization methods for nonsmooth convex minimization , 2012, Comput. Optim. Appl..
[5] Xiaojun Chen,et al. Complexity analysis of interior point algorithms for non-Lipschitz and nonconvex minimization , 2015, Math. Program..
[6] Nicholas I. M. Gould,et al. Adaptive cubic regularisation methods for unconstrained optimization. Part I: motivation, convergence and numerical results , 2011, Math. Program..
[7] W. Hogan. Point-to-Set Maps in Mathematical Programming , 1973 .
[8] Ya-xiang Yuan,et al. On the convergence and worst-case complexity of trust-region and regularization methods for unconstrained optimization , 2015, Math. Program..
[9] Nicholas I. M. Gould,et al. Trust Region Methods , 2000, MOS-SIAM Series on Optimization.
[10] Katya Scheinberg,et al. Global convergence rate analysis of unconstrained optimization methods based on probabilistic models , 2015, Mathematical Programming.
[11] P. Toint,et al. An adaptive cubic regularization algorithm for nonconvex optimization with convex constraints and its function-evaluation complexity , 2012 .
[12] José Mario Martínez,et al. Evaluation Complexity for Nonlinear Constrained Optimization Using Unscaled KKT Conditions and High-Order Models , 2016, SIAM J. Optim..
[13] Nicholas I. M. Gould,et al. Complexity bounds for second-order optimality in unconstrained optimization , 2012, J. Complex..
[14] Daniel P. Robinson,et al. A trust region algorithm with a worst-case iteration complexity of O(ϵ-3/2)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{docume , 2016, Mathematical Programming.
[15] Nicholas I. M. Gould,et al. On the Evaluation Complexity of Constrained Nonlinear Least-Squares and General Constrained Nonlinear Optimization Using Second-Order Methods , 2015, SIAM J. Numer. Anal..
[16] José Mario Martínez,et al. Worst-case evaluation complexity for unconstrained nonlinear optimization using high-order regularized models , 2017, Math. Program..
[17] Luís N. Vicente,et al. On the optimal order of worst case complexity of direct search , 2016, Optim. Lett..
[18] O. Brezhneva,et al. The pth-order optimality conditions for inequality constrained optimization problems , 2005 .
[19] José Mario Martínez,et al. Cubic-regularization counterpart of a variable-norm trust-region method for unconstrained minimization , 2017, J. Glob. Optim..
[20] Yinyu Ye,et al. A note on the complexity of Lp minimization , 2011, Math. Program..
[21] Serge Gratton,et al. Direct Search Based on Probabilistic Descent , 2015, SIAM J. Optim..
[22] Serge Gratton,et al. Recursive Trust-Region Methods for Multiscale Nonlinear Optimization , 2008, SIAM J. Optim..
[23] Yurii Nesterov,et al. Cubic regularization of Newton method and its global performance , 2006, Math. Program..
[24] Luís Nunes Vicente,et al. Worst case complexity of direct search , 2013, EURO J. Comput. Optim..
[25] Florian Jarre,et al. On Nesterov's smooth Chebyshev–Rosenbrock function , 2013, Optim. Methods Softw..
[26] J. Hiriart-Urruty,et al. Convex analysis and minimization algorithms , 1993 .
[27] Nobuo Yamashita,et al. On a Global Complexity Bound of the Levenberg-Marquardt Method , 2010, J. Optim. Theory Appl..
[28] Alexey Tret'yakov,et al. Optimality Conditions for Degenerate Extremum Problems with Equality Constraints , 2003, SIAM J. Control. Optim..
[29] N. Yamashita,et al. Convergence Properties of the Regularized Newton Method for the Unconstrained Nonconvex Optimization , 2010 .
[30] Saeed Ghadimi,et al. Accelerated gradient methods for nonconvex nonlinear and stochastic programming , 2013, Mathematical Programming.