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 › Revue par des pairs

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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

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10.1080/10556788.2012.722632

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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

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

Leverhulme Fellow
TOINT, Philippe (Bénéficiaire), sept. 2015
Prix: Bourse attribuée par concours

Contient cette citation

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abstract = "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.",

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

Résumé

Accès au document

Complexity in nonlinear optimization

ADALGOPT: ADALGOPT - Algorithmes avancés en optimisation non-linéaire

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

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

Polytechnic University of Hong Kong

Leverhulme Fellow

Contient cette citation