There has been much recent interest in finding unconstrained local minima of smooth functions, due in part to the prevalence of such problems in machine learning and robust …
Do you know the difference between an optimist and a pessimist? The former believes we live in the best possible world, and the latter is afraid that the former might be right.… In that …
We establish or refute the optimality of inexact second-order methods for unconstrained nonconvex optimization from the point of view of worst-case evaluation complexity …
An adaptive regularization algorithm is proposed that uses Taylor models of the objective of order p, p≥ 2, of the unconstrained objective function, and that is guaranteed to find a first …
Concise complexity analyses are presented for simple trust region algorithms for solving unconstrained optimization problems. In contrast to a traditional trust region algorithm, the …
This work presents a novel matrix-based method for constructing an approximation Hessian using only function evaluations. The method requires less computational power than …
M Kimiaei, A Neumaier - Mathematical Programming Computation, 2022 - Springer
For the unconstrained optimization of black box functions, this paper introduces a new randomized algorithm called VRBBO. In practice, VRBBO matches the quality of other state …
C Cartis, NIM Gould, PL Toint - Journal of Complexity, 2019 - Elsevier
Necessary conditions for high-order optimality in smooth nonlinear constrained optimization are explored and their inherent intricacy discussed. A two-phase minimization algorithm is …
S Gratton, PL Toint - IMA Journal of Numerical Analysis, 2023 - academic.oup.com
An adaptive regularization algorithm (AR GN) for unconstrained nonlinear minimization is considered, which uses a model consisting of a Taylor expansion of arbitrary degree and …