Convergence Properties of an Objective-Function-Free Optimization Regularization Algorithm, Including an \(\boldsymbol{\mathcal{O}(\epsilon^{-3/2})}\) Complexity Bound

Serge Gratton, Sadok Jerad, Philippe L. Toint. Convergence Properties of an Objective-Function-Free Optimization Regularization Algorithm, Including an \(\boldsymbol{\mathcal{O}(\epsilon^{-3/2})}\) Complexity Bound. SIAM Journal on Optimization, 33(3):1621-1646, September 2023. [doi]

Abstract

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