Stochastic optimization using a trust-region method and random models
type: Item
instance of: scholarly article
title: Stochastic optimization using a trust-region method and random models
zbMATH Open document ID: 1401.90136
author: Y. Aharonov
published in: Mathematical Programming. Series A. Series B
publication date: 2018-06-25T00:00:00Z
full work available at URL: https://arxiv.org/abs/1504.04231
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 90C56
zbMATH DE Number: 6894016
zbMATH Keywords: trust-region model-based algorithm
zbMATH Keywords: random models of an objective function
zbMATH Keywords: global convergence
describes a project that uses: SUTIL
describes a project that uses: ASTRO-DF
describes a project that uses: Saga
describes a project that uses: UOBYQA
describes a project that uses: AdaGrad
MaRDI profile type: Publication
OpenAlex ID: W2963465983
arXiv ID: 1504.04231
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DOI: 10.1007/S10107-017-1141-8
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description: scientific article