Cartis, Coralia and Gould, Nicholas I. M. and Toint, Philippe L.
(2015)
Evaluation complexity bounds
for smooth constrained nonlinear optimization
using scaled KKT conditions and highorder models.
Technical Report.
Unspecified.
(Submitted)

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Abstract
Evaluation complexity for convexly constrained optimization is considered and it is shown first that the complexity bound of proved by Cartis, Gould and Toint (IMAJNA 32(4) 2012, pp.16621695) for computing an approximate firstorder critical point can be obtained under significantly weaker assumptions. Moreover, the result is generalized to the case where highorder derivatives are used, resulting in a bound of evaluations whenever derivatives of order are available. It is also shown that the bound of evaluations ( and being primal and dual accuracy thresholds) suggested by Cartis, Gould and Toint (SINUM, 53(2), 2015, pp.836851) for the general nonconvex case involving both equality and inequality constraints can be generalized to yield a bound of evaluations under similarly weakened assumptions.
Item Type:  Technical Report (Technical Report) 

Subjects:  H  N > Numerical analysis 
Research Groups:  Numerical Analysis Group 
ID Code:  1912 
Deposited By:  Helen Taylor 
Deposited On:  24 Oct 2015 08:37 
Last Modified:  08 Dec 2015 16:09 
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