inexact evaluations

Inexact Restoration for Minimization with Inexact Evaluation both of the Objective Function and the Constraints

  • Luís Felipe Bueno
  • F. Larreal
  • José Mario Martínez
    • Categories Constrained Nonlinear Optimization Tags , ,

    In a recent paper an Inexact Restoration method for solving continuous constrained optimization problems was analyzed from the point of view of worst-case functional complexity and convergence. On the other hand, the Inexact Restoration methodology was employed, in a different research, to handle minimization problems with inexact evaluation and simple constraints. These two methodologies are … Read more

    Minimization of nonsmooth nonconvex functions using inexact evaluations and its worst-case complexity

  • Serge Gratton
  • Philippe L. Toint
  • Ehouarn Simon
    • Categories Constrained Nonlinear Optimization, Nonsmooth Optimization, Unconstrained Optimization Tags , , , ,

    An adaptive regularization algorithm using inexact function and derivatives evaluations is proposed for the solution of composite nonsmooth nonconvex optimization. It is shown that this algorithm needs at most O(|log(epsilon)|.epsilon^{-2}) evaluations of the problem’s functions and their derivatives for finding an $\epsilon$-approximate first-order stationary point. This complexity bound therefore generalizes that provided by [Bellavia, Gurioli, … Read more