A non-monotone trust-region method with noisy oracles and additional sampling

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Applications of mathematical programming (90C90) Nonlinear programming (90C30) Stochastic programming (90C15) Methods of quasi-Newton type (90C53)

Cites Work

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First- and second-order high probability complexity bounds for trust-region methods with noisy oracles

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