Evaluation Complexity of Algorithms for Nonconvex Optimization: Theory, Computation, and Perspectives

Download or read book Evaluation Complexity of Algorithms for Nonconvex Optimization: Theory, Computation, and Perspectives written by Coralia Cartis and published by . This book was released on 2022 with total page 529 pages. Available in PDF, EPUB and Kindle. Book excerpt: One of the most popular ways to assess the "effort" needed to solve a problem is to count how many evaluations of the problem functions (and their derivatives) are required. In many cases, this is often the dominating computational cost. Given an optimization problem satisfying reasonable assumptions-and given access to problem-function values and derivatives of various degrees-how many evaluations might be required to approximately solve the problem? Evaluation Complexity of Algorithms for Nonconvex Optimization: Theory, Computation, and Perspectives addresses this question for nonconvex optimization problems, those that may have local minimizers and appear most often in practice. This is the first book on complexity to cover topics such as composite and constrained optimization, derivative-free optimization, subproblem solution, and optimal (lower and sharpness) bounds for nonconvex problems, to address the disadvantages of traditional optimality measures and propose useful surrogates leading to algorithms that compute approximate high-order critical points, and to compare traditional and new methods, highlighting the advantages of the latter from a complexity point of view. This is the go-to book for those interested in solving nonconvex problems. It is suitable for advanced undergraduate and graduate students in courses on Advanced Numerical Analysis, Special Topics on Numerical Analysis, Topics on Data Science, Topics on Numerical Optimization, and Topics on Approximation Theory.