Complexity analysis of interior point algorithms for non-Lipschitz and nonconvex minimization
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Software
Link
http://link.springer.com/content/pdf/10.1007/s10107-014-0753-5.pdf
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3. Cartis, C., Gould, N.I.M., Toint, PhL: On the evaluation complexity of composite function minimization with applications to nonconvex nonlinear programming. SIAM J. Optim. 21, 1721–1739 (2011)
4. Cartis, C., Gould, N.I.M., Toint, PhL: Adaptive cubic regularisation methods for unconstrained optimization, Part I: motivation, convergence and numerical results. Math. Program. 127, 245–295 (2011)
5. Cartis, C., Gould, N.I.M., Toint, PhL: Adaptive cubic regularisation methods for unconstrained optimization, Part II: worst-case function- and derivative-evaluation complexity. Math. Program. 130, 295–319 (2011)
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