Complexity analysis of interior point algorithms for non-Lipschitz and nonconvex minimization

We propose a first order interior point algorithm for a class of non-Lipschitz and nonconvex minimization problems with box constraints, which arise from applications in variable selection and regularized optimization. The objective functions of these problems are continuously differentiable typical...

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Veröffentlicht in:	Mathematical programming Jg. 149; H. 1-2; S. 301 - 327
Hauptverfasser:	Bian, Wei, Chen, Xiaojun, Ye, Yinyu
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Berlin/Heidelberg Springer Berlin Heidelberg 01.02.2015 Springer Nature B.V
Schlagworte:	Algorithms Analysis Applied mathematics Calculus of Variations and Optimal Control; Optimization Combinatorics Complexity Complexity theory Feature selection First order algorithms Full Length Paper Iterative methods Mathematical analysis Mathematical and Computational Physics Mathematical Methods in Physics Mathematical models Mathematical programming Mathematics Mathematics and Statistics Mathematics of Computing Minimization Numerical Analysis Optimization Optimization techniques Regularization methods Studies Texts Theoretical Complexity analysis Second order algorithm 90C30 65K05 Constrained non-Lipschitz optimization Interior point method 90C26 49M37 First order algorithm
ISSN:	0025-5610, 1436-4646
Online-Zugang:	Volltext
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