Convergence of Trust-Region Methods Based on Probabilistic Models
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Publication:2934477
DOI10.1137/130915984zbMath1311.90186arXiv1304.2808OpenAlexW2098840904WikidataQ58040517 ScholiaQ58040517MaRDI QIDQ2934477
Katya Scheinberg, Afonso S. Bandeira, Luis Nunes Vicente
Publication date: 12 December 2014
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1304.2808
unconstrained optimizationglobal convergencederivative-free optimizationprobabilistic modelstrust-region methods
Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)
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