Line search methods with variable sample size for unconstrained optimization

DOI10.1016/J.CAM.2012.12.020MaRDI QIDQ1947504zbMATH OpenOpenAlexFDO

Authors Nataša Krejić, Nataša Krklec Jerinkić

Publication date 22 April 2013

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2012.12.020

zbMATH Keywords

simulationsstochastic optimizationline searchsample average approximationvariable sample size

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05)

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Cited in

(18)

• Barzilai–Borwein method with variable sample size for stochastic linear complementarity problems
• Penalty variable sample size method for solving optimization problems with equality constraints in a form of mathematical expectation
• A nonmonotone line search method for stochastic optimization problems
• Inexact restoration with subsampled trust-region methods for finite-sum minimization
• AN-SPS: adaptive sample size nonmonotone line search spectral projected subgradient method for convex constrained optimization problems
• Subsampled first-order optimization methods with applications in imaging
• Spectral projected gradient method for stochastic optimization
• Inexact restoration approach for minimization with inexact evaluation of the objective function
• An inexact restoration-nonsmooth algorithm with variable accuracy for stochastic nonsmooth convex optimization problems in machine learning and stochastic linear complementarity problems
• Variable-sample methods for stochastic optimization
• Variable sample size method for equality constrained optimization problems
• Nonmonotone line search methods with variable sample size
• Adaptive sampling line search for local stochastic optimization with integer variables
• Newton-like method with diagonal correction for distributed optimization
• An adaptive stochastic sequential quadratic programming with differentiable exact augmented Lagrangians
• Variable-number sample-path optimization
• Inequality constrained stochastic nonlinear optimization via active-set sequential quadratic programming
• On the employment of inexact restoration for the minimization of functions whose evaluation is subject to errors

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