Complexity bounds for second-order optimality in unconstrained optimization
نویسندگان
چکیده
منابع مشابه
Complexity bounds for second-order optimality in unconstrained optimization
This paper examines worst-case evaluation bounds for finding weak minimizers in unconstrained optimization. For the cubic regularization algorithm, Nesterov and Polyak (2006) [15] and Cartis et al. (2010) [3] show that at most O(ε−3) iterations may have to be performed for finding an iterate which is within ε of satisfying second-order optimality conditions. We first show that this bound can be...
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ژورنال
عنوان ژورنال: Journal of Complexity
سال: 2012
ISSN: 0885-064X
DOI: 10.1016/j.jco.2011.06.001