Worst-case evaluation complexity for unconstrained nonlinear optimization using high-order regularized models

The worst-case evaluation complexity for smooth (possibly nonconvex) unconstrained optimization is considered. It is shown that, if one is willing to use derivatives of the objective function up to order p (for p ≥ 1 ) and to assume Lipschitz continuity of the p -th derivative, then an ϵ -approximat...

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Bibliographic Details
Published in:Mathematical programming Vol. 163; no. 1-2; pp. 359 - 368
Main Authors: Birgin, E. G., Gardenghi, J. L., Martínez, J. M., Santos, S. A., Toint, Ph. L.
Format: Journal Article
Language:English
Published: Berlin/Heidelberg Springer Berlin Heidelberg 01.05.2017
Springer Nature B.V
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ISSN:0025-5610, 1436-4646
Online Access:Get full text
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