Nonmonotone line search methods with variable sample size

DOI10.1007/S11075-014-9869-1zbMath1316.65062OpenAlexW2029633462MaRDI QIDQ2340358

Nataša Krejić, Nataša Krklec Jerinkić

Publication date: 16 April 2015

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11075-014-9869-1

zbMATH Keywords

algorithmsglobal convergencenumerical experimentsunconstrained minimizationlocal convergencenonmonotone line searchsample average approximationvariable sample size

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)

Related Items (13)

A Levenberg-Marquardt method for large nonlinear least-squares problems with dynamic accuracy in functions and gradients ⋮ A nonmonotone line search method for stochastic optimization problems ⋮ Tensor Bernstein concentration inequalities with an application to sample estimators for high-order moments ⋮ Subsampled nonmonotone spectral gradient methods ⋮ Inexact restoration with subsampled trust-region methods for finite-sum minimization ⋮ On the employment of inexact restoration for the minimization of functions whose evaluation is subject to errors ⋮ Spectral projected gradient method for stochastic optimization ⋮ A nonmonotone line search method for noisy minimization ⋮ Variable sample size method for equality constrained optimization problems ⋮ Barzilai–Borwein method with variable sample size for stochastic linear complementarity problems ⋮ Inexact Restoration approach for minimization with inexact evaluation of the objective function ⋮ Penalty variable sample size method for solving optimization problems with equality constraints in a form of mathematical expectation ⋮ Newton-like Method with Diagonal Correction for Distributed Optimization

Uses Software

• AMLET

Cites Work

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