Projets par an
This paper examines worst-case evaluation bounds for finding weak minimizers in unconstrained optimization. For the cubic regularization algorithm, Nesterov and Polyak (2006)  and Cartis et al. (2010)  show that at most O(ε ) iterations may have to be performed for finding an iterate which is within of satisfying second-order optimality conditions. We first show that this bound can be derived for a version of the algorithm, which only uses one-dimensional global optimization of the cubic model and that it is sharp. We next consider the standard trust-region method and show that a bound of the same type may also be derived for this method, and that it is also sharp in some cases. We conclude by showing that a comparison of the bounds on the worst-case behaviour of the cubic regularization and trust-region algorithms favours the first of these methods. © 2011 Elsevier Inc. All rights reserved.
Activités par an
Philippe Toint (Orateur invité)
5 févr. 2016
Activité: Types de discours ou de présentation › Présentation orale
Contient cette citation
Cartis, C., Gould, N. I. M., & Toint, P. (2012). Complexity bounds for second-order optimality in unconstrained optimization. Journal of Complexity, 28, 93-108. https://doi.org/10.1016/j.jco.2011.06.001