A trust region algorithm with a worst-case iteration complexity of $$\mathcal{O}(\epsilon ^{-3/2})$$ O ( ϵ - 3 / 2 ) for nonconvex optimization

Published 2016 View Full Article

Title

A trust region algorithm with a worst-case iteration complexity of $$\mathcal{O}(\epsilon ^{-3/2})$$ O ( ϵ - 3 / 2 ) for nonconvex optimization

Authors

Keywords

Unconstrained optimization, Nonlinear optimization, Nonconvex optimization, Trust region methods, Global convergence, Local convergence, Worst-case iteration complexity, Worst-case evaluation complexity, 49M15, 49M37, 58C15, 65K05, 65K10, 65Y20, 68Q25, 90C30, 90C60

Journal

MATHEMATICAL PROGRAMMING

Volume 162, Issue 1-2, Pages 1-32

Publisher

Springer Nature

Online

2016-05-17

DOI

10.1007/s10107-016-1026-2

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