Evaluation Complexity of Algorithms for Nonconvex Optimization
International Mathematical Union via YouTube
UC San Diego Product Management Certificate — AI-Powered PM Training
Learn AI, Data Science & Business — Earn Certificates That Get You Hired
Overview
Google, IBM & Meta Certificates — All 10,000+ Courses at 40% Off
One annual plan covers every course and certificate on Coursera. 40% off for a limited time.
Get Full Access
Explore an in-depth analysis of global convergence rates and worst-case evaluation complexity for nonconvex smooth optimization methods in this 46-minute lecture by Coralia Cartis. Discover how steepest descent and Newton's methods achieve similar sharp performance bounds, and learn about the advantages of second-order regularization techniques. Examine the benefits of incorporating higher-order derivative information in regularization frameworks, leading to improved complexity, universal properties, and higher-order criticality certification. Investigate inexact settings with occasionally accurate derivatives and function evaluations, and their quantifiable worst-case complexity. Gain insights into robust optimization methods with varying, sharp, and sometimes optimal complexity across different scenarios.
Syllabus
Coralia Cartis: Evaluation complexity of algorithms for nonconvex optimization
Taught by
International Mathematical Union