Sharp worst-case evaluation complexity bounds for arbitrary-order nonconvex optimization with inexpensive constraints

We provide sharp worst-case evaluation complexity bounds for nonconvex minimization problems with general inexpensive constraints, i.e., problems where the cost of evaluating/enforcing of the (possibly nonconvex or even disconnected) constraints, if any, is negligible compared to that of evaluating...

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Main Authors: Cartis, C, Gould, N, Toint, P
格式: Journal article
语言:English
出版: Society for Industrial and Applied Mathematics 2020