Stochastic optimization using a trust-region method and random models
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Publication:1646570
DOI10.1007/s10107-017-1141-8zbMath1401.90136arXiv1504.04231OpenAlexW2963465983MaRDI QIDQ1646570
Publication date: 25 June 2018
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1504.04231
Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56) Stochastic programming (90C15)
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Uses Software
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