An adaptive cubic regularization algorithm for nonconvex optimization with convex constraints and its function-evaluation complexity

Coralia Cartis, Nick Gould, Philippe Toint

Research output: Contribution to journal › Article › peer-review

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50 Citations
6 Article
3 Working paper
1 Book
1 Chapter

11 results

2022

Evaluation complexity of algorithms for nonconvex optimization
Cartis, C., Gould, N. I. M. & TOINT, P., Jul 2022, SIAM. 600 p. (SIAM-MOS Series on Optimization)
Research output: Book/Report/Journal › Book
2020
Adaptive regularization algorithms with inexact evaluations for nonconvex optimization
Bellavia, S., Gurioli, G., Morini, B. & Toint, P., 2 Jan 2020, In: SIAM Journal on Optimization. 29, 4, p. 2881-2915 35 p.
Research output: Contribution to journal › Article › peer-review

Open Access
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37 Downloads (Pure)
2019
Evaluation complexity bounds for smooth constrained nonlinear optimization using scaled KKT conditions and high-order models
Cartis, C., Gould, N. I. M. & Toint, P., Jun 2019, Springer Optimization and Its Applications: Algorithms, Complexity and Applications. Demetriou, I. & Pardalos, P. (eds.). Springer Heidelberg, p. 5-26 22 p. (Springer Optimization and Its Applications; vol. 145).
Research output: Contribution in Book/Catalog/Report/Conference proceeding › Chapter
2018
Second-order optimality and beyond: Characterization and Evaluation Complexity in Convexly Constrained Nonlinear Optimization
Cartis, C., Gould, N. I. M. & Toint, P., 1 Oct 2018, In: Foundations of Computational Mathematics. 18, 5, p. 1073-1107 35 p.
Research output: Contribution to journal › Article › peer-review
2017
Worst-case evaluation complexity of regularization methods for smooth unconstrained optimization using Hölder continuous gradients
Toint, P., 2 Nov 2017, In: Optimization Methods and Software. 32, 6, p. 1273-1298 26 p.
Research output: Contribution to journal › Article › peer-review

Open Access
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15 Downloads (Pure)
2016
Evaluation complexity for nonlinear constrained optimization using unscaled KKT conditions and high-order models
Birgin, E., Gardenghi, J., Martinez, J-M., Santos, S. & Toint, P., 2016, In: SIAM Journal on Optimization. 26, 2, 20 p.
Research output: Contribution to journal › Article › peer-review

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31 Downloads (Pure)
2015
Improved worst-case evaluation complexity for potentially rank-deficient nonlinear least-Euclidean-norm problems using higher-order regularized models
Cartis, C., Gould, N. I. M. & Toint, P., 18 Nov 2015, 18 p. (naXys technical report).
Research output: Working paper

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45 Downloads (Pure)
On the evaluation complexity of constrained nonlinear least-squares and general constrained nonlinear optimization using second-order methods
Cartis, C., Gould, N. I. M. & Toint, P. L., 2015, In: SIAM Journal on Numerical Analysis. 53, 2, p. 836-851 16 p.
Research output: Contribution to journal › Article › peer-review

Open Access
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157 Downloads (Pure)
Worst-case evaluation complexity for unconstrained nonlinear optimization using high-order regularized models
Birgin, E., Gardenghi, J., Martinez, J-M., Santos, S. A. & Toint, P., Jun 2015, 2015: Namur center for complex systems, 8 p. (naXys Technical Reports; vol. 05-2015).
Research output: Working paper

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51 Downloads (Pure)
Worst-case evaluation complexity of non-monotone gradient-related algorithms for unconstrained optimization
Cartis, C., Rodrigues Sampaio, P. & Toint, P. L., 4 May 2015, In: Optimization. 64, 5, p. 1349-1361 13 p.
Research output: Contribution to journal › Article › peer-review

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120 Downloads (Pure)
2013
An example of slow convergence for Newton's method on a function with globally Lipschitz continuous Hessian
Cartis, C., Gould, N. I. M. & Toint, P., 5 May 2013, Namur center for complex systems, 9 p.
Research output: Working paper

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98 Downloads (Pure)

An adaptive cubic regularization algorithm for nonconvex optimization with convex constraints and its function-evaluation complexity

Research output

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