Nonlinear Stepsize Control Algorithms: Complexity Bounds for First- and Second-Order Optimality
文献类型：期刊论文
| 作者 | Grapiglia, Geovani Nunes1; Yuan, Jinyun1; Yuan, Ya-xiang2
|
| 刊名 | JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
 |
| 出版日期 | 2016-12-01 |
| 卷号 | 171期号:3页码:980-997 |
| 关键词 | Worst-case complexity Trust-region methods Regularization methods Unconstrained optimization |
| ISSN号 | 0022-3239 |
| DOI | 10.1007/s10957-016-1007-x |
| 英文摘要 | A nonlinear stepsize control (NSC) framework has been proposed by Toint (Optim Methods Softw 28:82-95, 2013) for unconstrained optimization, generalizing several trust-region and regularization algorithms. More recently, worst-case complexity bounds to achieve approximate first-order optimality were proved by Grapiglia, Yuan and Yuan (Math Program 152:491-520, 2015) for the generic NSC framework. In this paper, improved complexity bounds for first-order optimality are obtained. Furthermore, complexity bounds for second-order optimality are also provided. |
| 资助项目 | Coordination for Improvement of Higher Education Personnel (CAPES), Brazil ; Coordination of the Improvement of Higher Education Personnel (CAPES) ; National Council for Scientific and Technological Development (CNPq), Brazil ; Natural Science Foundation of China (NSFC), China |
| WOS研究方向 | Operations Research & Management Science ; Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000389232900012 |
| 出版者 | SPRINGER/PLENUM PUBLISHERS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/24337]  |
| 专题 | 计算数学与科学工程计算研究所 |
| 通讯作者 | Grapiglia, Geovani Nunes |
| 作者单位 | 1.Univ Fed Parana, Dept Matemat, Ctr Politecn, Cx Postal 19-081, BR-81531980 Curitiba, Parana, Brazil 2.Chinese Acad Sci, State Key Lab Sci Engn Comp, Inst Computat Math & Sci Engn, Acad Math & Syst Sci, Zhong Guan Cun Donglu 55, Beijing 100190, Peoples R China |
| 推荐引用方式 GB/T 7714 | Grapiglia, Geovani Nunes,Yuan, Jinyun,Yuan, Ya-xiang. Nonlinear Stepsize Control Algorithms: Complexity Bounds for First- and Second-Order Optimality[J]. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS,2016,171(3):980-997. |
| APA | Grapiglia, Geovani Nunes,Yuan, Jinyun,&Yuan, Ya-xiang.(2016).Nonlinear Stepsize Control Algorithms: Complexity Bounds for First- and Second-Order Optimality.JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS,171(3),980-997. |
| MLA | Grapiglia, Geovani Nunes,et al."Nonlinear Stepsize Control Algorithms: Complexity Bounds for First- and Second-Order Optimality".JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS 171.3(2016):980-997. |
入库方式： OAI收割
来源：数学与系统科学研究院
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