Corrigendum: On the complexity of finding first-order critical points in constrained nonlinear optimization

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• 作者：C. Cartis ; N. I. M. Gould ; Ph. L. Toint
• 关键词：Evaluation complexity ; Worst ; case analysis ; Constrained nonlinear optimization
• 刊名：Mathematical Programming
• 出版年：2017
• 出版时间：January 2017
• 年：2017
• 卷：161
• 期：1-2
• 页码：611-626
• 全文大小：
• 刊物类别：Mathematics and Statistics
• 刊物主题：Calculus of Variations and Optimal Control; Optimization; Mathematics of Computing; Numerical Analysis; Combinatorics; Theoretical, Mathematical and Computational Physics; Mathematical Methods in Phys
• 出版者：Springer Berlin Heidelberg
• ISSN：1436-4646
• 卷排序：161

文摘

In a recent paper (Cartis et al. in Math Prog A 144(2):93–106, 2014), the evaluation complexity of an algorithm to find an approximate first-order critical point for the general smooth constrained optimization problem was examined. Unfortunately, the proof of Lemma 3.5 in that paper uses a result from an earlier paper in an incorrect way, and indeed the result of the lemma is false. The purpose of this corrigendum is to provide a modification of the previous analysis that allows us to restore the complexity bound for a different, scaled measure of first-order criticality.