Derivative-free optimization methods

J Larson, M Menickelly, SM Wild - Acta Numerica, 2019 - cambridge.org
In many optimization problems arising from scientific, engineering and artificial intelligence
applications, objective and constraint functions are available only as the output of a black …

Complexity analysis of second-order line-search algorithms for smooth nonconvex optimization

CW Royer, SJ Wright - SIAM Journal on Optimization, 2018 - SIAM
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 …

[图书][B] Evaluation Complexity of Algorithms for Nonconvex Optimization: Theory, Computation and Perspectives

C Cartis, NIM Gould, PL Toint - 2022 - SIAM
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 …

Worst-case evaluation complexity and optimality of second-order methods for nonconvex smooth optimization

C Cartis, NIM Gould, PL Toint - Proceedings of the International …, 2018 - World Scientific
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 …

A concise second-order complexity analysis for unconstrained optimization using high-order regularized models

C Cartis, NIM Gould, PL Toint - Optimization Methods and Software, 2020 - Taylor & Francis
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 for trust region methods

FE Curtis, Z Lubberts, DP Robinson - Optimization Letters, 2018 - Springer
Concise complexity analyses are presented for simple trust region algorithms for solving
unconstrained optimization problems. In contrast to a traditional trust region algorithm, the …

A matrix algebra approach to approximate Hessians

W Hare, G Jarry-Bolduc… - IMA Journal of Numerical …, 2024 - academic.oup.com
This work presents a novel matrix-based method for constructing an approximation Hessian
using only function evaluations. The method requires less computational power than …

Efficient unconstrained black box optimization

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 …

[HTML][HTML] Optimality of orders one to three and beyond: characterization and evaluation complexity in constrained nonconvex optimization

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 …

Adaptive regularization minimization algorithms with nonsmooth norms

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 …