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How much patience do you have? A worst-case perspective on smooth nonconvex optimization

Coralia Cartis(Coralia.Cartis***at***ed.ac.uk)
Nick Gould(nick.gould***at***stfc.ac.uk)
Philippe Toint(philippe.toint***at***fundp.ac.be)

Abstract: The paper presents a survey of recent results in the field of worst-case complexity of algorithms for nonlinear (and possibly nonconvex) smooth optimization. Both constrained and unconstrained case are considered.

Keywords: Worst-case, complexity, nonlinear optimization

Category 1: Nonlinear Optimization (Unconstrained Optimization )

Category 2: Nonlinear Optimization (Constrained Nonlinear Optimization )

Category 3: Nonlinear Optimization (Nonlinear Systems and Least-Squares )

Citation:

Download: [PDF]

Entry Submitted: 09/09/2012
Entry Accepted: 09/09/2012
Entry Last Modified: 09/09/2012

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