Optimality of orders one to three and beyond : characterization and evaluation complexity in constrained nonconvex optimization

ePubs

The open archive for STFC research publications

Persistent URL	http://purl.org/net/epubs/work/33178894
Record Status	Checked
Record Id	33178894
Title	Optimality of orders one to three and beyond : characterization and evaluation complexity in constrained nonconvex optimization
Contributors	C Cartis (Oxfor Univ.), NIM Gould (STFC Rutherford Appleton Lab.), PL Toint
Abstract	Necessary conditions for high-order optimality in smooth nonlinear constrained optimization are explored and their inherent intricacy discussed. A two-phase minimization algorithm is proposed which can achieve approximate first-, second- and third-order criticality and its evaluation complexity is analyzed as a function of the choice (among existing methods) of an inner algorithm for solving subproblems in each of the two phases. The relation between high-order criticality and penalization techniques is finally considered, showing that standard algorithmic approaches will fail if approximate constrained high-order critical points are sought.
Organisation	STFC , SCI-COMP , SCI-COMP-CM
Keywords
Funding Information
Related Research Object(s):	43196960
Licence Information:
Language	English (EN)

Type	Details	URI(s)	Local file(s)	Year
Preprint	RAL Preprints RAL-P-2017-005, Journal of Complexity STFC, 2017.		RAL-P-2017-005.pdf	2017