Convergence analysis of a subsampled Levenberg-Marquardt algorithm

DOI10.1016/J.ORL.2023.05.005MaRDI QIDQ6047687zbMATH OpenOpenAlexFDO

Authors Ganchen Xing, Jian Gu, Xiantao Xiao

Publication date 12 September 2023

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.orl.2023.05.005

zbMATH Keywords

global convergencenonconvex finite-sum optimizationsubsampled Levenberg-Marquardt algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Methods of quasi-Newton type (90C53) Methods of successive quadratic programming type (90C55)

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