Expected complexity analysis of stochastic direct-search (Q2070336): Difference between revisions

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+.03066
@@ Property / arXiv ID: 2003.03066 / rank @@
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+Analysis of Generalized Pattern Searches
@@ Property / cites work: Analysis of Generalized Pattern Searches / rank @@
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@@ Property / cites work @@
+Mesh Adaptive Direct Search Algorithms for Constrained Optimization
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+Stochastic mesh adaptive direct search for blackbox optimization using probabilistic estimates
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+Derivative-Free and Blackbox Optimization
@@ Property / cites work: Derivative-Free and Blackbox Optimization / rank @@
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+Convergence of Trust-Region Methods Based on Probabilistic Models
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+Global Convergence Rate Analysis of a Generic Line Search Algorithm with Noise
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+A basic course in probability theory
@@ Property / cites work: A basic course in probability theory / rank @@
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+Stochastic optimization using a trust-region method and random models
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+Introduction to Derivative-Free Optimization
@@ Property / cites work: Introduction to Derivative-Free Optimization / rank @@
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+Probability
@@ Property / cites work: Probability / rank @@
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+Direct Search Based on Probabilistic Descent
@@ Property / cites work: Direct Search Based on Probabilistic Descent / rank @@
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+Q4435425
@@ Property / cites work: Q4435425 / rank @@
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@@ Property / cites work @@
+Stochastic derivative-free optimization using a trust region framework
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+A Stochastic Line Search Method with Expected Complexity Analysis
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+Worst case complexity of direct search
@@ Property / cites work: Worst case complexity of direct search / rank @@
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