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The worst-case evaluation complexity of finding an approximate first-order critical point using gradient-related non-monotone methods for smooth non-convex and unconstrained problems is investigated. The analysis covers a practical linesearch implementation of these popular methods, allowing for an unknown number of evaluations of the objective function (and its gradient) per iteration. It is shown that this class of methods shares the known complexity properties of a simple steepest-descent scheme and that an approximate first-order critical point can be computed in at most (Formula presented.) function and gradient evaluations, where (Formula presented.) is the user-defined accuracy threshold on the gradient norm.
- evaluation complexity
- linesearch algorithms
- non-linear optimization
- non-monotone methods
- worst-case analysis
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Philippe Toint (Speaker)24 Oct 2017
Activity: Talk or presentation types › Invited talk
Philippe Toint (Invited speaker)5 Feb 2016
Activity: Talk or presentation types › Oral presentation