On the Evaluation Complexity of Composite Function Minimization with Applications to Nonconvex Nonlinear Programming.
We estimate the worst-case complexity of minimizing an unconstrained, nonconvex composite objective with a structured nonsmooth term by means of some first-order methods. We find that it is unaffected by the nonsmoothness of the objective in that a first-order trust-region or quadratic regularizatio...
Autors principals: | Cartis, C, Gould, N, Toint, P |
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Format: | Journal article |
Idioma: | English |
Publicat: |
2011
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