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On the complexity of an Inexact Restoration method for constrained optimization

L. F. Bueno (lfelipebueno***at***gmail.com)
J. M. Martínez (martinez***at***ime.unicamp.br)

Abstract: Recent papers indicate that some algorithms for constrained optimization may exhibit worst-case complexity bounds that are very similar to those of unconstrained optimization algorithms. A natural question is whether well established practical algorithms, perhaps with small variations, may enjoy analogous complexity results. In the present paper we show that the answer is positive with respect to Inexact Restoration algorithms in which first-order methods are employed for approximating the solution of subproblems.

Keywords: Complexity, Continuous Optimization, Constrained Optimization, Inexact Restoration Methods, Regularization.

Category 1: Nonlinear Optimization (Constrained Nonlinear Optimization )

Citation: September 2018

Download: [PDF]

Entry Submitted: 09/17/2018
Entry Accepted: 09/17/2018
Entry Last Modified: 09/21/2018

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