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...
Հիմնական հեղինակներ: | Cartis, C, Gould, N, Toint, P |
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Ձևաչափ: | Journal article |
Լեզու: | English |
Հրապարակվել է: |
2011
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An adaptive cubic regularization algorithm for nonconvex optimization with convex constraints and its function-evaluation complexity
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Worst-case evaluation complexity and optimality of second-order methods for nonconvex smooth optimization
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On the Complexity of Steepest Descent, Newton's and Regularized Newton's Methods for Nonconvex Unconstrained Optimization Problems.
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