On the Complexity of an Inexact Restoration Method for Constrained Optimization
L. F. Bueno, J. M. Martı́nez
Abstract
Recent papers indicate that some algorithms for constrained optimization may exhibit worst-case complexity bounds that are very similar to those of unconstrained optimization algorithms. A natural question is whether well-established practical algorithms, perhaps with small variations, may enjoy analogous complexity results. In the present paper we show that the answer is positive with respect to inexact restoration algorithms in which first-order approximations are employed for defining the subproblems.
Topics & Concepts
MathematicsMathematical optimizationOrder (exchange)Constrained optimizationOptimization problemComputational complexity theoryAlgorithmEconomicsFinanceSparse and Compressive Sensing TechniquesStochastic Gradient Optimization TechniquesAdvanced Optimization Algorithms Research