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...
Huvudupphovsmän: | Cartis, C, Gould, N, Toint, P |
---|---|
Materialtyp: | Journal article |
Språk: | English |
Publicerad: |
2011
|
Liknande verk
Liknande verk
-
On the Oracle Complexity of First-Order and Derivative-Free Algorithms for Smooth Nonconvex Minimization.
av: Cartis, C, et al.
Publicerad: (2012) -
An adaptive cubic regularization algorithm for nonconvex optimization with convex constraints and its function-evaluation complexity
av: Cartis, C, et al.
Publicerad: (2012) -
Sharp worst-case evaluation complexity bounds for arbitrary-order nonconvex optimization with inexpensive constraints
av: Cartis, C, et al.
Publicerad: (2020) -
Worst-case evaluation complexity and optimality of second-order methods for nonconvex smooth optimization
av: Cartis, C, et al.
Publicerad: (2018) -
On the Complexity of Steepest Descent, Newton's and Regularized Newton's Methods for Nonconvex Unconstrained Optimization Problems.
av: Cartis, C, et al.
Publicerad: (2010)