Trust-region algorithms: probabilistic complexity and intrinsic noise with applications to subsampling techniques
DOI10.1016/j.ejco.2022.100043zbMath1530.90098arXiv2112.06176OpenAlexW4226341706MaRDI QIDQ6170037
Gianmarco Gurioli, Benedetta Morini, Phillipe L. Toint, Stefania Bellavia
Publication date: 12 July 2023
Published in: EURO Journal on Computational Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2112.06176
probabilistic analysistrust-region methodsevaluation complexityinexact functions and derivativesfinite-sum optimizationsubsampling methods
Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Approximation methods and heuristics in mathematical programming (90C59)
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Cites Work
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