Nonmonotone line search methods with variable sample size

DOI10.1007/s11075-014-9869-1zbMath1316.65062OpenAlexW2029633462MaRDI QIDQ2340358

Nataša Krejić, Nataša Krklec Jerinkić

Publication date: 16 April 2015

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11075-014-9869-1

zbMATH Keywords

algorithmsglobal convergencenumerical experimentsunconstrained minimizationlocal convergencenonmonotone line searchsample average approximationvariable sample size

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)

Related Items (13)

A Levenberg-Marquardt method for large nonlinear least-squares problems with dynamic accuracy in functions and gradients ⋮ A nonmonotone line search method for stochastic optimization problems ⋮ Tensor Bernstein concentration inequalities with an application to sample estimators for high-order moments ⋮ Subsampled nonmonotone spectral gradient methods ⋮ Inexact restoration with subsampled trust-region methods for finite-sum minimization ⋮ On the employment of inexact restoration for the minimization of functions whose evaluation is subject to errors ⋮ Spectral projected gradient method for stochastic optimization ⋮ A nonmonotone line search method for noisy minimization ⋮ Variable sample size method for equality constrained optimization problems ⋮ Barzilai–Borwein method with variable sample size for stochastic linear complementarity problems ⋮ Inexact Restoration approach for minimization with inexact evaluation of the objective function ⋮ Penalty variable sample size method for solving optimization problems with equality constraints in a form of mathematical expectation ⋮ Newton-like Method with Diagonal Correction for Distributed Optimization

Uses Software

• AMLET

Cites Work

• A nonmonotone spectral projected gradient method for large-scale topology optimization problems
• An experimental methodology for response surface optimization methods
• Optimality functions in stochastic programming
• Sample size selection in optimization methods for machine learning
• An adaptive Monte Carlo algorithm for computing mixed logit estimators
• Efficient sample sizes in stochastic nonlinear programming
• A derivative-free nonmonotone line-search technique for unconstrained optimization
• Variable-number sample-path optimization
• Globally convergent Jacobian smoothing inexact Newton methods for NCP
• Globally convergent inexact quasi-Newton methods for solving nonlinear systems
• Introductory lectures on convex optimization. A basic course.
• Line search methods with variable sample size for unconstrained optimization
• A class on nonmonotone stabilization methods in unconstrained optimization
• Convergence theory for nonconvex stochastic programming with an application to mixed logit
• Hybrid Deterministic-Stochastic Methods for Data Fitting
• On Choosing Parameters in Retrospective-Approximation Algorithms for Stochastic Root Finding and Simulation Optimization
• On the Use of Stochastic Hessian Information in Optimization Methods for Machine Learning
• The Barzilai and Borwein Gradient Method for the Large Scale Unconstrained Minimization Problem
• Numerical Optimization
• Introduction to Stochastic Search and Optimization
• A derivative-free line search and global convergence of Broyden-like method for nonlinear equations
• Variable-sample methods for stochastic optimization
• A Nonmonotone Line Search Technique and Its Application to Unconstrained Optimization
• A Nonmonotone Line Search Technique for Newton’s Method
• An Assessment of Nonmonotone Linesearch Techniques for Unconstrained Optimization
• A derivative-free nonmonotone line search and its application to the spectral residual method
• Spectral residual method without gradient information for solving large-scale nonlinear systems of equations
• Benchmarking optimization software with performance profiles.
• On the nonmonotone line search

This page was built for publication: Nonmonotone line search methods with variable sample size