A nonmonotone line search method for noisy minimization
From MaRDI portal
Publication:499697
DOI10.1007/s11590-015-0848-9zbMath1327.90396OpenAlexW2079413259WikidataQ105583481 ScholiaQ105583481MaRDI QIDQ499697
Irena Stojkovska, Nataša Krejić, Zorana Lužanin, Filip Nikolovski
Publication date: 6 October 2015
Published in: Optimization Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11590-015-0848-9
Numerical mathematical programming methods (65K05) Derivative-free methods and methods using generalized derivatives (90C56)
Related Items (4)
On the accuracy of the complex-step-finite-difference method ⋮ Complex-step derivative approximation in noisy environment ⋮ Improved variance reduction extragradient method with line search for stochastic variational inequalities ⋮ Variance-Based Extragradient Methods with Line Search for Stochastic Variational Inequalities
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A derivative-free nonmonotone line-search technique for unconstrained optimization
- Globally convergent Jacobian smoothing inexact Newton methods for NCP
- Globally convergent inexact quasi-Newton methods for solving nonlinear systems
- New stochastic approximation algorithms with adaptive step sizes
- Nonmonotone line search methods with variable sample size
- A gradient method for unconstrained optimization in noisy environment
- The Barzilai and Borwein Gradient Method for the Large Scale Unconstrained Minimization Problem
- Two-Point Step Size Gradient Methods
- Testing Unconstrained Optimization Software
- A Scaled Stochastic Approximation Algorithm
- Introduction to Stochastic Search and Optimization
- A derivative-free line search and global convergence of Broyden-like method for nonlinear equations
- A Nonmonotone Line Search Technique and Its Application to Unconstrained Optimization
- A Nonmonotone Line Search Technique for Newton’s Method
- Derivative-Free Optimization of Expensive Functions with Computational Error Using Weighted Regression
- 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
- A new nonmonotone line search technique for unconstrained optimization
- Benchmarking optimization software with performance profiles.
- A derivative-free algorithm for bound constrained optimization
This page was built for publication: A nonmonotone line search method for noisy minimization
