Complexity of a projected Newton-CG method for optimization with bounds

This paper describes a method for solving smooth nonconvex minimization problems subject to bound constraints with good worst-case complexity guarantees and practical performance. The method contains elements of two existing methods: the classical gradient projection approach for bound-constrained o...

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Bibliographic Details
Published in:	Mathematical programming Vol. 207; no. 1-2; pp. 107 - 144
Main Authors:	Xie, Yue, Wright, Stephen J.
Format:	Journal Article
Language:	English
Published:	Berlin/Heidelberg Springer Berlin Heidelberg 01.09.2024 Springer
Subjects:	Algorithms Calculus of Variations and Optimal Control; Optimization Combinatorics Comparative analysis Full Length Paper Mathematical and Computational Physics Mathematical Methods in Physics Mathematics Mathematics and Statistics Mathematics of Computing Methods Numerical Analysis Theoretical Conjugate gradient method Complexity guarantees 68Q25 Projected gradient method 90C30 90C06 Newton’s method 49M15 90C60 Nonconvex bound-constrained optimization
ISSN:	0025-5610, 1436-4646
Online Access:	Get full text
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