A stochastic first-order trust-region method with inexact restoration for finite-sum minimization
DOI10.1007/S10589-022-00430-7OpenAlexW3179487015MaRDI QIDQ2111466FDOQ2111466
Authors: Stefania Bellavia, Benedetta Morini, Nataša Krejić, Simone Rebegoldi 
Publication date: 16 January 2023
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2107.03129
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subsamplingtrust-region methodsworst-case iteration complexityinexact restorationfinite-sum minimization
Nonlinear programming (90C30) Abstract computational complexity for mathematical programming problems (90C60)
Cites Work
- A Stochastic Approximation Method
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- Adaptive cubic regularization methods with dynamic inexact Hessian information and applications to finite-sum minimization
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- Global Convergence Rate Analysis of a Generic Line Search Algorithm with Noise
- Inexact restoration with subsampled trust-region methods for finite-sum minimization
- On the employment of inexact restoration for the minimization of functions whose evaluation is subject to errors
- Iteration and evaluation complexity for the minimization of functions whose computation is intrinsically inexact
- Trust-region algorithms: probabilistic complexity and intrinsic noise with applications to subsampling techniques
Cited In (5)
- Special issue for SIMAI 2020-2021: large-scale optimization and applications
- A non-monotone trust-region method with noisy oracles and additional sampling
- A stochastic first-order trust-region method with inexact restoration for finite-sum minimization
- Inexact restoration for minimization with inexact evaluation both of the objective function and the constraints
- An investigation of stochastic trust-region based algorithms for finite-sum minimization
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