Journal article
Second-order optimality and beyond: characterization and evaluation complexity in convexly-constrained nonlinear optimization
- Abstract:
-
High-order optimality conditions for convexly-constrained nonlinear optimization problems are analyzed. A corresponding (expensive) measure of criticality for arbitrary order is proposed and extended to define high-order ∈-approximate critical points. This new measure is then used within a conceptual trust-region algorithm to show that, if deriva- tives of the objective function up to order q ≥ 1 can be evaluated and are Lipschitz continuous, then this algorithm applied to the convexly constr...
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- Publication status:
- Published
- Peer review status:
- Peer reviewed
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Authors
Funding
Balliol College
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Leverhulme Trust
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Hong Kong Polytechnic University
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Belgian Fund for Scientific Research
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ENSEEIHT
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Bibliographic Details
- Publisher:
- Springer Publisher's website
- Journal:
- Foundations of Computational Mathematics Journal website
- Publication date:
- 2017-09-01
- Acceptance date:
- 2017-05-29
- DOI:
- EISSN:
-
1615-3383
- ISSN:
-
1615-3375
Item Description
- Keywords:
- Pubs id:
-
pubs:709049
- UUID:
-
uuid:3c1ac5c6-dfe3-4b5c-8123-e95e8ecba423
- Local pid:
- pubs:709049
- Source identifiers:
-
709049
- Deposit date:
- 2017-07-23
Terms of use
- Copyright holder:
- Cartis et al
- Copyright date:
- 2017
- Notes:
- © The Author(s) 2017. This article is distributed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution, and reproduction in any medium, provided you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license, and indicate if changes were made.
- Licence:
- CC Attribution (CC BY)
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