A trust region algorithm with a worst-case iteration complexity of O(ϵ- 3 / 2) for nonconvex optimization

Mathematical Programming

Volumn 162, Issue 1-2, 2017, Pages 1-32

  Curtis, Frank E ^a   Robinson, Daniel P ^b   Samadi, Mohammadreza ^a  

^a Lehigh University   (United States)

^b Johns Hopkins University   (United States)

Author keywords

Global convergence; Local convergence; Nonconvex optimization; Nonlinear optimization; Trust region methods; Unconstrained optimization; Worst case evaluation complexity; Worst case iteration complexity

Indexed keywords

FUNCTION EVALUATION; NONLINEAR PROGRAMMING;

GLOBAL CONVER-GENCE; LOCAL CONVERGENCE; NON-LINEAR OPTIMIZATION; NONCONVEX OPTIMIZATION; TRUST-REGION METHODS; UNCONSTRAINED OPTIMIZATION; WORST CASE EVALUATIONS; WORST-CASE ITERATION COMPLEXITY;

ITERATIVE METHODS;

EID: 84969228222     PISSN: 00255610     EISSN: 14364646     Source Type: Journal    
DOI: 10.1007/s10107-016-1026-2     Document Type: Article

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