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Seminar: Complexity of nonconvex optimization

October 4, 2019 @ 11:30 - 13:00

Seminar @Dipartimento di Ingegneria Industriale
Room 108 – Plesso didattico Morgagni

Philippe Toint (University of Namur)

Complexity of nonconvex optimization

We present a review of results on the worst-case complexity of minimization algorithms for nonconvex problems using potentially high-degree models.
Global complexity bound are presented that are valid for any model’s degree and any order of optimality, thereby generalizing known results for first- and second-order methods. An adaptive regularization algorithm using derivatives up to degree p will produce an epsilon-approximate q-th order minimizer in at most O(epsilon^( -(p+1)/(p−q+1) ) evaluations. We will also extend these results to the case of inexact objective function and derivatives with an application to subsampling algorithms for machine learning.


October 4, 2019
11:30 - 13:00
Event Category:


Plesso didattico Morgagni
Viale Morgani 40
Firenze, 50134 Italy
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