A note about the complexity of minimizing Nesterov's smooth Chebyshev-Rosenbrock function

Coralia Cartis; Nicholas I M Gould; Philippe L. Toint

doi:10.1080/10556788.2012.722632

A note about the complexity of minimizing Nesterov's smooth Chebyshev-Rosenbrock function

Coralia Cartis, Nicholas I M Gould, Philippe L. Toint

Namur Institute for Complex Systems

Résultats de recherche: Contribution à un journal/une revue › Article

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Résumé

This short note considers and resolves the apparent contradiction between known worst-case complexity results for first- and second-order methods for solving unconstrained smooth nonconvex optimization problems and a recent note by Jarre [On Nesterov's smooth Chebyshev-Rosenbrock function, Optim. Methods Softw. (2011)] implying a very large lower bound on the number of iterations required to reach the solution's neighbourhood for a specific problem with variable dimension.

langue originale	Anglais
Pages (de - à)	451-457
Nombre de pages	7
journal	Optimization Methods and Software
Volume	28
Numéro de publication	3
Les DOIs	https://doi.org/10.1080/10556788.2012.722632
Etat de la publication	Publié - 1 juin 2013

Accès au document

10.1080/10556788.2012.722632

NTR 20 2011manuscrit soumis, 643 KB

Link to publication in Scopus

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Projets

2 Actif

Complexity in nonlinear optimization

TOINT, P., Gould, N. I. M. & Cartis, C.

1/11/08 → …

Projet: Recherche

ADALGOPT: ADALGOPT - Algorithmes avancés en optimisation non-linéaire

SARTENAER, A. & TOINT, P.

1/01/87 → …

Projet: Axe de recherche

Activités

3 Présentation orale
2 Recherche/Enseignement dans une institution externe
1 Visite à une institution académique externe

How much patience do you have? Issues in complexity for nonlinear optimization

Philippe Toint (Orateur invité)

5 févr. 2016

Activité: Types de discours ou de présentation › Présentation orale

How much patience do you have? Issues in complexity for nonlinear optimization

Philippe Toint (Orateur)

31 janv. 2016

Activité: Types de discours ou de présentation › Présentation orale

Polytechnic University of Hong Kong

Philippe Toint (Chercheur visiteur)

31 janv. 2016 → 14 févr. 2016

Activité: Types de Visite d'une organisation externe › Recherche/Enseignement dans une institution externe

Prix

Leverhulme Fellow

TOINT, Philippe (Bénéficiaire), sept. 2015

Prix: Bourse attribuée par concours

Contient cette citation

Cartis, C., Gould, N. I. M., & Toint, P. L. (2013). A note about the complexity of minimizing Nesterov's smooth Chebyshev-Rosenbrock function. Optimization Methods and Software, 28(3), 451-457. https://doi.org/10.1080/10556788.2012.722632

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