Stochastic Trust-Region Methods with Trust-Region Radius Depending on Probabilistic Models
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Publication:5079553
DOI10.4208/jcm.2012-m2020-0144zbMath1499.65236arXiv1904.03342OpenAlexW4226293969MaRDI QIDQ5079553
Publication date: 27 May 2022
Published in: Journal of Computational Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1904.03342
global convergencestochastic optimizationprobabilistic modelstrust-region methodstrust-region radius
Numerical mathematical programming methods (65K05) Abstract computational complexity for mathematical programming problems (90C60) Numerical optimization and variational techniques (65K10)
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Riemannian Natural Gradient Methods ⋮ A stochastic first-order trust-region method with inexact restoration for finite-sum minimization
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Cites Work
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