Stochastic trust-region and direct-search methods: a weak tail bound condition and reduced sample sizing
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Publication:6561380
DOI10.1137/22M1543446zbMATH Open1548.90343MaRDI QIDQ6561380
Francesco Rinaldi, Damiano Zeffiro, L. N. Vicente
Publication date: 25 June 2024
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56) Stochastic programming (90C15)
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