A log-barrier Newton-CG method for bound constrained optimization with complexity guarantees

DOI10.1093/imanum/drz074zbMath1464.65067arXiv1904.03563OpenAlexW3019286051MaRDI QIDQ4964081

No author found.

Publication date: 24 February 2021

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1904.03563

zbMATH Keywords

nonconvex optimizationbound constraintsworst-case complexityNewton-CG methodlog-barrier methods

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Methods of quasi-Newton type (90C53)

Related Items (7)

MINRES: From Negative Curvature Detection to Monotonicity Properties ⋮ Escaping Strict Saddle Points of the Moreau Envelope in Nonsmooth Optimization ⋮ Complexity analysis of interior-point methods for second-order stationary points of nonlinear semidefinite optimization problems ⋮ A Newton-CG Based Barrier Method for Finding a Second-Order Stationary Point of Nonconvex Conic Optimization with Complexity Guarantees ⋮ A Newton-CG Based Augmented Lagrangian Method for Finding a Second-Order Stationary Point of Nonconvex Equality Constrained Optimization with Complexity Guarantees ⋮ Complexity of proximal augmented Lagrangian for nonconvex optimization with nonlinear equality constraints ⋮ On Optimality Conditions for Nonlinear Conic Programming

This page was built for publication: A log-barrier Newton-CG method for bound constrained optimization with complexity guarantees