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Issues in evaluation complexity for nonconvex problems

Speaker:
Philippe Toint, University of Namur
Date and Time:
Friday, June 3, 2016 - 3:00pm to 3:30pm
Location:
Fields Institute, Room 230
Abstract:

The talk will consider the question of the worst-case evaluation complexity of finding approximate first-order critical points in nonlinear (nonconvex) smooth optimization using p-th order models. A remarkably simple proof, based on a standard regularization algorithm, will be given that at worst O(epsilon^{-(p+1)/p}) evaluations of the objective function and its derivatives are needed to compute an epsilon-approximate critical point for unconstrained and convexly-constrained cases. A two-phases framework will also be described for handling the case where constraints are fully general (equalities and inequalities) and the evaluation complexity shown to be at worst O(epsilon^{-(p+2)/p}) in this case.

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