Evaluation Complexity for Nonlinear Constrained Optimization Using Unscaled KKT Conditions and High-Order Models
نویسندگان
چکیده
منابع مشابه
Evaluation Complexity for Nonlinear Constrained Optimization Using Unscaled KKT Conditions and High-Order Models
The evaluation complexity of general nonlinear, possibly nonconvex, constrained optimization is analyzed. It is shown that, under suitable smoothness conditions, an -approximate first-order critical point of the problem can be computed in order O( 1−2(p+1)/p) evaluations of the problem’s function and their first p derivatives. This is achieved by using a two-phases algorithm inspired by Cartis,...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2016
ISSN: 1052-6234,1095-7189
DOI: 10.1137/15m1031631