A stochastic first-order trust-region method with inexact restoration for finite-sum minimization
From MaRDI portal
Publication:2111466
Recommendations
- Inexact restoration with subsampled trust-region methods for finite-sum minimization
- A stochastic trust region method for unconstrained optimization problems
- A fully stochastic second-order trust region method
- Inexact trust-region methods for PDE-constrained optimization
- A First-Order Convergence Analysis of Trust-Region Methods with Inexact Jacobians
- Stochastic trust-region methods with trust-region radius depending on probabilistic models
- A first-order convergence analysis of trust-region methods with inexact Jacobians and inequality constraints
- A Trust-region Method for Nonsmooth Nonconvex Optimization
- A recursive trust-region method for non-convex constrained minimization
- A quasi-Newton trust-region method for optimization under uncertainty using stochastic simplex approximate gradients
Cites work
- A Stochastic Approximation Method
- A stochastic line search method with expected complexity analysis
- Adaptive cubic regularization methods with dynamic inexact Hessian information and applications to finite-sum minimization
- Adaptive regularization for nonconvex optimization using inexact function values and randomly perturbed derivatives
- Convergence of trust-region methods based on probabilistic models
- Deep learning
- Global Convergence Rate Analysis of a Generic Line Search Algorithm with Noise
- Global convergence rate analysis of unconstrained optimization methods based on probabilistic models
- Inexact restoration approach for minimization with inexact evaluation of the objective function
- Inexact restoration with subsampled trust-region methods for finite-sum minimization
- Inexact-restoration algorithm for constrained optimization
- Iteration and evaluation complexity for the minimization of functions whose computation is intrinsically inexact
- Minimizing finite sums with the stochastic average gradient
- Nonlinear programming
- On the employment of inexact restoration for the minimization of functions whose evaluation is subject to errors
- Optimization methods for large-scale machine learning
- Stochastic optimization using a trust-region method and random models
- Stochastic trust-region methods with trust-region radius depending on probabilistic models
- Trust-region algorithms: probabilistic complexity and intrinsic noise with applications to subsampling techniques
Cited in
(8)- Special issue for SIMAI 2020-2021: large-scale optimization and applications
- A non-monotone trust-region method with noisy oracles and additional sampling
- Inexact restoration for minimization with inexact evaluation both of the objective function and the constraints
- A fully stochastic second-order trust region method
- An investigation of stochastic trust-region based algorithms for finite-sum minimization
- A stochastic first-order trust-region method with inexact restoration for finite-sum minimization
- Stochastic average model methods
- Inexact restoration with subsampled trust-region methods for finite-sum minimization
This page was built for publication: A stochastic first-order trust-region method with inexact restoration for finite-sum minimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2111466)
