Pages that link to "Item:Q2425164"
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The following pages link to Exploiting negative curvature in deterministic and stochastic optimization (Q2425164):
Displaying 13 items.
- The global optimization geometry of shallow linear neural networks (Q1988338) (← links)
- Regional complexity analysis of algorithms for nonconvex smooth optimization (Q2020615) (← links)
- Iterative grossone-based computation of negative curvature directions in large-scale optimization (Q2194128) (← links)
- Polarity and conjugacy for quadratic hypersurfaces: a unified framework with recent advances (Q2226298) (← links)
- Combining stochastic adaptive cubic regularization with negative curvature for nonconvex optimization (Q2302838) (← links)
- Sequential Quadratic Optimization for Nonlinear Equality Constrained Stochastic Optimization (Q4989938) (← links)
- A fully stochastic second-order trust region method (Q5043844) (← links)
- A Subspace Acceleration Method for Minimization Involving a Group Sparsity-Inducing Regularizer (Q5072590) (← links)
- Open Problem—Iterative Schemes for Stochastic Optimization: Convergence Statements and Limit Theorems (Q5113905) (← links)
- Complexity analysis of interior-point methods for second-order stationary points of nonlinear semidefinite optimization problems (Q6051305) (← links)
- Worst-case complexity of an SQP method for nonlinear equality constrained stochastic optimization (Q6126655) (← links)
- Fully stochastic trust-region sequential quadratic programming for equality-constrained optimization problems (Q6561378) (← links)
- A deterministic gradient-based approach to avoid saddle points (Q6622959) (← links)
