Résultat de recherche par an
Résultat de recherche par an
C. Cartis, N. I.M. Gould, Ph L. Toint
Résultats de recherche: Contribution à un journal/une revue › Article › Revue par des pairs
The complexity of finding ϵ ϵ -approximate first-order critical points for the general smooth constrained optimization problem is shown to be no worse that O(ϵ −2 ) O(ϵ−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.
langue originale | Anglais |
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Pages (de - à) | 611-626 |
Nombre de pages | 16 |
journal | Mathematical Programming |
Volume | 161 |
Numéro de publication | 1-2 |
Les DOIs | |
Etat de la publication | Publié - 1 janv. 2017 |
Résultats de recherche: Livre/Rapport/Revue › Livre