On the global complexity of a derivative-free Levenberg-Marquardt algorithm via orthogonal spherical smoothing

DOI10.1007/S10915-024-02649-4zbMATH Open1547.65069MaRDI QIDQ6608067

[[Person:6111315|Author name not available (Why is that?)]], Jinyan Fan

Publication date: 19 September 2024

Published in: Journal of Scientific Computing (Search for Journal in Brave)

zbMATH Keywords

derivative-free optimizationsmoothing techniqueLevenberg-Marquardt methodglobal complexityprobabilistic gradient models

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Derivative-free methods and methods using generalized derivatives (90C56)

Cites Work

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• Stochastic Zeroth Order Gradient and Hessian Estimators: Variance Reduction and Refined Bias Bounds

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