Title
Optimality of orders one to three and beyond: characterization and evaluation complexity in constrained nonconvex optimization.
Abstract
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 Cartis145128.74
Nicholas I. M. Gould21445123.86
Philippe L. Toint31397127.90