Abstract
Given a sufficiently smooth vector-valued function $r(x)$,
a local minimizer of $\|r(x)\|_2$ within a closed, non-empty, convex set
$\calF$ is sought by modelling $\|r(x)\|^q_2 / q$
with a $p$-th order Taylor-series approximation plus a $(p+1)$-st order
regularization term for given even $p$ and some appropriate associated $q$.
The resulting algorithm is guaranteed to find a value $\bar{x}$ for which
$\|r(\bar{x})\|_2 \leq \epsilon_p$ or $\chi(\bar{x}) \leq \epsilon_d$, for
some first-order criticality measure $\chi(x)$ of $\|r(x)\|_2$ within $\calF$,
using at most $O(\max\{\max(\epsilon_d,\chi_{\min})^{-(p+1)/p},
\max(\epsilon_p,r_{\min})^{-1/2^i}\})$
evaluations of $r(x)$ and its derivatives;
here $r_{\min}$ and $\chi_{\min} \geq 0$
are any lower bounds on $\|r(x)\|_2$ and $\chi(x)$, respectively,
and $2^i$ is the highest power of $2$ that divides $p$.
a local minimizer of $\|r(x)\|_2$ within a closed, non-empty, convex set
$\calF$ is sought by modelling $\|r(x)\|^q_2 / q$
with a $p$-th order Taylor-series approximation plus a $(p+1)$-st order
regularization term for given even $p$ and some appropriate associated $q$.
The resulting algorithm is guaranteed to find a value $\bar{x}$ for which
$\|r(\bar{x})\|_2 \leq \epsilon_p$ or $\chi(\bar{x}) \leq \epsilon_d$, for
some first-order criticality measure $\chi(x)$ of $\|r(x)\|_2$ within $\calF$,
using at most $O(\max\{\max(\epsilon_d,\chi_{\min})^{-(p+1)/p},
\max(\epsilon_p,r_{\min})^{-1/2^i}\})$
evaluations of $r(x)$ and its derivatives;
here $r_{\min}$ and $\chi_{\min} \geq 0$
are any lower bounds on $\|r(x)\|_2$ and $\chi(x)$, respectively,
and $2^i$ is the highest power of $2$ that divides $p$.
| Original language | English |
|---|---|
| Number of pages | 18 |
| Volume | 12-2015 |
| Publication status | Published - 18 Nov 2015 |
Publication series
| Name | naXys technical report |
|---|
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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
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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
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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
Open Access
Projects
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Complexity in nonlinear optimization
Toint, P. (CoI), Gould, N. I. M. (CoI) & Cartis, C. (CoI)
1/11/08 → …
Project: Research
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ADALGOPT: ADALGOPT - Advanced algorithms in nonlinear optimization
Sartenaer, A. (CoI) & Toint, P. (CoI)
1/01/87 → …
Project: Research Axis
Activities
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A path and some adventures in the jungle of high-order nonlinear optimization
Toint, P. (Speaker)
23 Oct 2017Activity: Talk or presentation types › Invited talk
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A path and some adventures in the jungle of high-order nonlinear optimization
Toint, P. (Speaker)
24 Oct 2017Activity: Talk or presentation types › Invited talk
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International Conference on Numerical Analysis and Optimization
Toint, P. (Contributor)
3 Aug 2016 → 7 Aug 2016Activity: Participating in or organising an event types › Participation in conference
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