Research output per year
Research output per year
Coralia Cartis, Nicholas I M Gould, Philippe L. Toint
Research output: Contribution to journal › Article › peer-review
The complexity of finding e-Approximate first-order critical points for the general smooth constrained optimization problem is shown to be no worse that O(e-2) in terms of function and constraints evaluations. This result is obtained by analyzing the worst-case behaviour of a first-order short-step homotopy algorithm consisting of a feasibility phase followed by an optimization phase, and requires minimal assumptions on the objective function. Since a bound of the same order is known to be valid for the unconstrained case, this leads to the conclusion that the presence of possibly nonlinear/nonconvex inequality/equality constraints is irrelevant for this bound to apply. © 2012 Springer-Verlag Berlin Heidelberg and Mathematical Optimization Society.
Original language | English |
---|---|
Pages (from-to) | 93-106 |
Number of pages | 14 |
Journal | Mathematical Programming |
Volume | 144 |
Issue number | 1-2 |
DOIs | |
Publication status | Published - 2014 |
Research output: Book/Report/Journal › Book
Research output: Contribution to journal › Article › peer-review
Research output: Contribution to journal › Article › peer-review
Toint, P. (CoI), Gould, N. I. M. (CoI) & Cartis, C. (CoI)
1/11/08 → …
Project: Research
Sartenaer, A. (CoI) & Toint, P. (CoI)
1/01/87 → …
Project: Research Axis
Toint, P. (Invited speaker)
Activity: Talk or presentation types › Oral presentation
Toint, P. (Speaker)
Activity: Talk or presentation types › Oral presentation
Toint, P. (Visiting researcher)
Activity: Visiting an external institution types › Research/Teaching in a external institution