High probability complexity bounds for adaptive step search based on stochastic oracles

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Publication:6573017

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DOI10.1137/22m1512764MaRDI QIDQ6573017

Miaolan Xie, Billy Jin, Katya Scheinberg

Publication date: 16 July 2024

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

zbMATH Keywords

stochastic optimization nonlinear optimization complexity bound line search high probability stochastic oracles step search

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Stochastic programming (90C15)

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