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Persistent URL http://purl.org/net/epubs/work/33178894
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Record Id 33178894
Title Optimality of orders one to three and beyond : characterization and evaluation complexity in constrained nonconvex optimization
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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
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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
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