Descent direction method with line search for unconstrained optimization in noisy environment

DOI10.1080/10556788.2015.1025403zbMath1328.90091OpenAlexW1983911994WikidataQ105583968 ScholiaQ105583968MaRDI QIDQ3458837

Zorana Lužanin, Nataša Krejić, Irena Stojkovska, Zoran Ovcin

Publication date: 28 December 2015

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2015.1025403

zbMATH Keywords

stochastic optimizationstochastic approximationunconstrained minimizationquasi-Newton methodsline searchnoisy functiondescent direction method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic programming (90C15) Methods of quasi-Newton type (90C53) Stochastic approximation (62L20) White noise theory (60H40)

Related Items (6)

A variational inequality based stochastic approximation for estimating the flexural rigidity in random fourth-order models ⋮ Improved variance reduction extragradient method with line search for stochastic variational inequalities ⋮ Adaptive stochastic approximation algorithm ⋮ Variance-Based Extragradient Methods with Line Search for Stochastic Variational Inequalities ⋮ Spectral projected gradient method for stochastic optimization ⋮ LSOS: Line-search second-order stochastic optimization methods for nonconvex finite sums

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