Line search methods with variable sample size for unconstrained optimization

DOI10.1016/j.cam.2012.12.020zbMath1262.65066OpenAlexW2089630895MaRDI QIDQ1947504

Nataša Krejić, Nataša Krklec Jerinkić

Publication date: 22 April 2013

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2012.12.020

zbMATH Keywords

stochastic optimizationsimulationsline searchsample average approximationvariable sample size

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05)

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