OFFO minimization algorithms for second-order optimality and their complexity

DOI10.1007/s10589-022-00435-2OpenAlexW4221156640MaRDI QIDQ2696918

Serge Gratton, Phillipe L. Toint

Publication date: 17 April 2023

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2203.03351

zbMATH Keywords

global rate of convergenceevaluation complexitysecond-order optimalityAdagradobjective-function-free optimization (OFFO)

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

Related Items (1)

Convergence Properties of an Objective-Function-Free Optimization Regularization Algorithm, Including an \(\boldsymbol{\mathcal{O}(\epsilon^{-3/2})}\) Complexity Bound

Uses Software

• DLMF
• AdaGrad

Cites Work

• Unnamed Item
• Unnamed Item
• Worst-case evaluation complexity for unconstrained nonlinear optimization using high-order regularized models
• Complexity bounds for second-order optimality in unconstrained optimization
• On the Lambert \(w\) function
• Recent advances in trust region algorithms
• Cubic regularization of Newton method and its global performance
• Recursive Trust-Region Methods for Multiscale Nonlinear Optimization
• Trust Region Methods
• Solving the Trust-Region Subproblem using the Lanczos Method
• Methods of conjugate gradients for solving linear systems

This page was built for publication: OFFO minimization algorithms for second-order optimality and their complexity