For smooth objective functions it has been shown that the worst case cost of direct-search methods is of the same order as the one of steepest descent, when measured in number of iterations to achieve a certain threshold of stationarity. Motivated by the lack of such a result in the non-smooth case, we propose, analyze, … Read more
In this paper we prove that direct search of directional type shares the worst case complexity bound of steepest descent when sufficient decrease is imposed using a quadratic function of the step size parameter. This result is proved under smoothness of the objective function and using a framework of the type of GSS (generating set … Read more
The adaptive cubic overestimation algorithm described in Cartis, Gould and Toint (2007) is adapted to the problem of minimizing a nonlinear, possibly nonconvex, smooth objective function over a convex domain. Convergence to first-order critical points is shown under standard assumptions, but without any Lipschitz continuity requirement on the objective’s Hessian. A worst-case complexity analysis in … Read more