Title | ||
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Optimality of orders one to three and beyond: characterization and evaluation complexity in constrained nonconvex optimization. |
Abstract | ||
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Necessary conditions for high-order optimality in smooth nonlinear constrained optimization are explored and their inherent intricacy discussed. A two-phase minimization algorithm is proposed which can achieve approximate first-, second- and third-order criticality and its evaluation complexity is analyzed as a function of the choice (among existing methods) of an inner algorithm for solving subproblems in each of the two phases. The relation between high-order criticality and penalization techniques is finally considered, showing that standard algorithmic approaches will fail if approximate constrained high-order critical points are sought. |
Year | DOI | Venue |
---|---|---|
2017 | 10.1016/j.jco.2018.11.001 | Journal of Complexity |
Keywords | Field | DocType |
Nonlinear optimization,Constrained problems,High-order optimality conditions,Complexity theory | Nonlinear constrained optimization,Mathematical optimization,Critical point (mathematics),Criticality,Minimization algorithm,Mathematics,Constrained optimization | Journal |
Volume | ISSN | Citations |
53 | 0885-064X | 1 |
PageRank | References | Authors |
0.36 | 26 | 3 |
Name | Order | Citations | PageRank |
---|---|---|---|
Coralia Cartis | 1 | 451 | 28.74 |
Nicholas I. M. Gould | 2 | 1445 | 123.86 |
Philippe L. Toint | 3 | 1397 | 127.90 |