Name
Title | ||
|---|---|---|
Complexity Analysis of a Trust Funnel Algorithm for Equality Constrained Optimization. |
Abstract | ||
|---|---|---|
A method is proposed for solving equality constrained nonlinear optimization problems involving twice continuously differentiable functions. The method employs a trust funnel approach consisting of two phases: a first phase to locate an epsilon-feasible point and a second phase to seek optimality while maintaining at least epsilon-feasibility. Two-phase approaches of this kind based on a cubic regularization methodology have recently been proposed along with supporting worst-case iteration complexity analyses. Notably, in these approaches, the objective function is completely ignored in the first phase when epsilon-feasibility is sought. The main contribution of the method proposed in this paper is that the same worst-case iteration complexity is achieved, but with a first phase that also accounts for improvements in the objective function. As such, the method attempts to put significantly less burden on the second phase for seeking optimality. |
Year | DOI | Venue |
|---|---|---|
2018 | 10.1137/16M1108650 | SIAM JOURNAL ON OPTIMIZATION |
Keywords | DocType | Volume |
equality constrained optimization,nonlinear optimization,nonconvex optimization,trust funnel methods,worst-case iteration complexity | Journal | 28 |
Issue | ISSN | Citations |
2 | 1052-6234 | 1 |
PageRank | References | Authors |
0.35 | 3 | 3 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Frank E. Curtis | 1 | 432 | 25.71 |
| Daniel P. Robinson | 2 | 261 | 21.51 |
| Mohammadreza Samadi | 3 | 1 | 0.35 |