Stochastic optimization using a trust-region method and random models (Q1646570): Difference between revisions

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+Convergence of Trust-Region Methods Based on Probabilistic Models
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+Derivative-Free Optimization of Expensive Functions with Computational Error Using Weighted Regression
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+Optimization Methods for Large-Scale Machine Learning
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+Global Convergence of General Derivative-Free Trust-Region Algorithms to First- and Second-Order Critical Points
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+Introduction to Derivative-Free Optimization
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+Variable-number sample-path optimization
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+Accelerated gradient methods for nonconvex nonlinear and stochastic programming
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+Stochastic First- and Zeroth-Order Methods for Nonconvex Stochastic Programming
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+On Sampling Rates in Simulation-Based Recursions
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+Acceleration of Stochastic Approximation by Averaging
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+Stochastic Estimation of the Maximum of a Regression Function
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+An optimal method for stochastic composite optimization
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+Stochastic derivative-free optimization using a trust region framework
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+The empirical behavior of sampling methods for stochastic programming
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+A Stochastic Approximation Method
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+Benchmarking Derivative-Free Optimization Algorithms
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+Robust Stochastic Approximation Approach to Stochastic Programming
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+UOBYQA: unconstrained optimization by quadratic approximation
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+Iteration complexity of randomized block-coordinate descent methods for minimizing a composite function
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+Analysis of Sample-Path Optimization
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+Multivariate stochastic approximation using a simultaneous perturbation gradient approximation
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+Adaptive stochastic approximation by the simultaneous perturbation method
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+Introduction to Stochastic Search and Optimization
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