Technical Report ERGO 11-013

A note about the complexity of minimizing Nesterov's smooth Chebyshev-Rosenbrock function
Coralia Cartis, Nicholas I. M. Gould and Philippe L. Toint

Abstract:

This short note considers and resolves the apparent contradiction between known worst-case complexity results for first and second-order methods for solving unconstrained smooth nonconvex optimization problems and a recent note by Jarre (2011) implying a very large lower bound on the number of iterations required to reach the solution's neighbourhood for a specific problem with variable dimension.

Download:

ERGO-11-013.pdf

History:

Written: 29 August 2011

Status:

Published in Optimization Methods and Software.