Convergence Rate for Diminishing Stepsize Methods in nonconvex Constrained Optimization via Ghost Penalties
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21230%2F20%3A00344665" target="_blank" >RIV/68407700:21230/20:00344665 - isvavai.cz</a>
Result on the web
<a href="https://doi.org/10.1478/AAPP.98S2A8" target="_blank" >https://doi.org/10.1478/AAPP.98S2A8</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1478/AAPP.98S2A8" target="_blank" >10.1478/AAPP.98S2A8</a>
Alternative languages
Result language
angličtina
Original language name
Convergence Rate for Diminishing Stepsize Methods in nonconvex Constrained Optimization via Ghost Penalties
Original language description
This is a companion paper to “Ghost penalties in nonconvex constrained optimization: Diminishing stepsizes and iteration complexity" (to appear in Mathematics of Operations Research). We consider the ghost penalty scheme for nonconvex, constrained optimization introduced in that paper, coupled with a diminishing stepsize procedure. Under an extended Mangasarian-Fromovitz-type constraint qualification we give an expression for the maximum number of iterations needed to achieve a given solution accuracy according to a natural stationarity measure, thus establishing the first result of this kind for a diminishing stepsize method for nonconvex, constrained optimization problems.
Czech name
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Czech description
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Classification
Type
J<sub>SC</sub> - Article in a specialist periodical, which is included in the SCOPUS database
CEP classification
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OECD FORD branch
10201 - Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)
Result continuities
Project
<a href="/en/project/EF16_019%2F0000765" target="_blank" >EF16_019/0000765: Research Center for Informatics</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2020
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Atti della Accademia Peloritana dei Pericolanti. Classe di Scienze Fisiche, Matematiche e Naturali
ISSN
1825-1242
e-ISSN
1825-1242
Volume of the periodical
98
Issue of the periodical within the volume
S2
Country of publishing house
IT - ITALY
Number of pages
16
Pages from-to
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UT code for WoS article
000606838900011
EID of the result in the Scopus database
2-s2.0-85100876434