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  4. Finding Second-Order Stationary Points in Constrained Minimization: A Feasible Direction Approach
 
research article

Finding Second-Order Stationary Points in Constrained Minimization: A Feasible Direction Approach

Hallak, Nadav  
•
Teboulle, Marc
July 11, 2020
Journal Of Optimization Theory And Applications

This paper introduces a method for computing points satisfying the second-order necessary optimality conditions for nonconvex minimization problems subject to a closed and convex constraint set. The method comprises two independent steps corresponding to the first- and second-order conditions. The first-order step is a generic closed map algorithm, which can be chosen from a variety of first-order algorithms, making it adjustable to the given problem. The second-order step can be viewed as a second-order feasible direction step for nonconvex minimization subject to a convex set. We prove that any limit point of the resulting scheme satisfies the second-order necessary optimality condition, and establish the scheme's convergence rate and complexity, under standard and mild assumptions. Numerical tests illustrate the proposed scheme.

  • Details
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Type
research article
DOI
10.1007/s10957-020-01713-x
Web of Science ID

WOS:000547355200001

Author(s)
Hallak, Nadav  
Teboulle, Marc
Date Issued

2020-07-11

Publisher

SPRINGER/PLENUM PUBLISHERS

Published in
Journal Of Optimization Theory And Applications
Volume

186

Start page

480

End page

503

Subjects

Operations Research & Management Science

•

Mathematics, Applied

•

Mathematics

•

feasible direction methods

•

second-order methods

•

constrained optimization

•

second-order necessary optimality conditions

•

trust-region subproblem

•

cubic regularization

•

negative curvature

•

optimization

•

algorithm

•

convergence

•

optimality

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
LIONS  
Available on Infoscience
July 26, 2020
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/170382
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