High-order optimality in nonlinear optimization: necessary conditions and a conceptual approach of evaluation complexity -- Philippe Toint
Speaker:
Philippe Toint
Université de Namur
Namur, Belgique
Time: Monday the 23rd of october, 11:30
Place: Aula Magna, DIAG
Via Ariosto 25, Roma
Title:
High-order optimality in nonlinear optimization: necessary conditions
and a conceptual approach of evaluation complexity
Abstract:
We consider recent progress in the use of high-order models to
derive worst-case evaluation complexity of algorithms for solving nonlinear
optimization problems, both constrained and unconstrained. This include a
discussion of what is meant by high-order critical points and the intrinsic
limitations that arise in connection with this concept. We give some new
results which improve existing evaluation complexity bounds and finally
consider the difficulties of of further progress in this domain.