Stochastic average model methods

DOI10.1007/s10589-024-00563-xzbMath1547.90198MaRDI QIDQ6541373

Stefan M. Wild, Matt Menickelly

Publication date: 17 May 2024

Published in: Computational Optimization and Applications (Search for Journal in Brave)

zbMATH Keywords

optimizationnonlinear optimizationdata fittingderivative-free optimizationrandomized methodsfinite-sum minimization

Mathematics Subject Classification ID

Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)

Cites Work

• Unnamed Item
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• Stochastic First- and Zeroth-Order Methods for Nonconvex Stochastic Programming
• Stochastic Estimation of the Maximum of a Regression Function
• A Stochastic Approximation Method

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