Complexity and global rates of trust-region methods based on probabilistic models
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Publication:4555983
DOI10.1093/imanum/drx043zbMath1477.65093OpenAlexW2795347428MaRDI QIDQ4555983
Zaikun Zhang, C. W. Royer, Serge Gratton, Luis Nunes Vicente
Publication date: 23 November 2018
Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/imanum/drx043
Numerical mathematical programming methods (65K05) Abstract computational complexity for mathematical programming problems (90C60) Nonconvex programming, global optimization (90C26) Derivative-free methods and methods using generalized derivatives (90C56)
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