On the worst-case complexity of nonlinear stepsize control algorithms for convex unconstrained optimization

doi:10.1080/10556788.2015.1130129

	On the worst-case complexity of nonlinear stepsize control algorithms for convex unconstrained optimization
	Grapiglia, G. N.1; Yuan, J.1; Yuan, Y.2
刊名	OPTIMIZATION METHODS & SOFTWARE
	2016-06-01
卷号	31 期号:3 页码:591-604
关键词	worst-case complexity trust-region methods regularization methods unconstrained optimization 90C30 65K05 49M37 49M15 90C29
ISSN号	1055-6788
DOI	10.1080/10556788.2015.1130129
英文摘要	A Nonlinear Stepsize Control (NSC) framework has been proposed by Toint [Nonlinear stepsize control, trust regions and regularizations for unconstrained optimization, Optim.Methods Softw. 28 (2013), pp. 82-95] for unconstrained optimization, generalizing many trust-region and regularization algorithms. More recently, worst-case complexity bounds for the generic NSC framework were proved by Grapiglia etal. [On the convergence and worst-case complexity of trust-region and regularization methods for unconstrained optimization, Math. Program. 152 (2015), pp. 491-520] in the context of non-convex problems. In this paper, improved complexity bounds are obtained for convex and strongly convex objectives.
WOS研究方向	Computer Science ; Operations Research & Management Science ; Mathematics
语种	英语
出版者	TAYLOR & FRANCIS LTD
WOS记录号	WOS:000374781100010
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/22544]
专题	中国科学院数学与系统科学研究院
通讯作者	Grapiglia, G. N.
作者单位	1.Univ Fed Parana, Dept Math, BR-80060000 Curitiba, Parana, Brazil 2.Chinese Acad Sci, State Key Lab Sci & Engn Comp, Acad Math & Syst Sci, Beijing, Peoples R China
推荐引用方式 GB/T 7714	Grapiglia, G. N.,Yuan, J.,Yuan, Y.. On the worst-case complexity of nonlinear stepsize control algorithms for convex unconstrained optimization[J]. OPTIMIZATION METHODS & SOFTWARE,2016,31(3):591-604.
APA	Grapiglia, G. N.,Yuan, J.,&Yuan, Y..(2016).On the worst-case complexity of nonlinear stepsize control algorithms for convex unconstrained optimization.OPTIMIZATION METHODS & SOFTWARE,31(3),591-604.
MLA	Grapiglia, G. N.,et al."On the worst-case complexity of nonlinear stepsize control algorithms for convex unconstrained optimization".OPTIMIZATION METHODS & SOFTWARE 31.3(2016):591-604.