Stochastic Trust-Region Methods with Trust-Region Radius Depending on Probabilistic Models

DOI10.4208/jcm.2012-m2020-0144zbMath1499.65236arXiv1904.03342OpenAlexW4226293969MaRDI QIDQ5079553

Ya-Xiang Yuan, Xiao-yu Wang

Publication date: 27 May 2022

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

Full work available at URL: https://arxiv.org/abs/1904.03342

zbMATH Keywords

global convergencestochastic optimizationprobabilistic modelstrust-region methodstrust-region radius

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Abstract computational complexity for mathematical programming problems (90C60) Numerical optimization and variational techniques (65K10)

Related Items (2)

Riemannian Natural Gradient Methods ⋮ A stochastic first-order trust-region method with inexact restoration for finite-sum minimization

Uses Software

• AdaGrad
• Adam
• Saga

Cites Work

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