A nonmonotone line search method for stochastic optimization problems
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Publication:5086883
DOI10.2298/FIL1819799KzbMATH Open1499.90138MaRDI QIDQ5086883FDOQ5086883
Authors: Nataša Krejić, Sanja Lončar
Publication date: 7 July 2022
Published in: Filomat (Search for Journal in Brave)
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Cites Work
- Benchmarking optimization software with performance profiles.
- On the use of stochastic Hessian information in optimization methods for machine learning
- Sample size selection in optimization methods for machine learning
- Introduction to Stochastic Search and Optimization
- A numerical evaluation of several stochastic algorithms on selected continuous global optimization test problems
- A derivative-free line search and global convergence of Broyden-like method for nonlinear equations
- Optimization algorithm with probabilistic estimation
- Nonmonotone line search methods with variable sample size
- Stochastic algorithms with Armijo stepsizes for minimization of functions
- A stochastic steepest-descent algorithm
- On efficiency of nonmonotone Armijo-type line searches
Cited In (11)
- Probabilistic nonconvex constrained optimization with fixed number of function evaluations
- Adaptive sampling line search for local stochastic optimization with integer variables
- Line search methods with variable sample size for unconstrained optimization
- Nonmonotone line search methods with variable sample size
- A gradient method for unconstrained optimization in noisy environment
- Probabilistic line searches for stochastic optimization
- LSOS: Line-search second-order stochastic optimization methods for nonconvex finite sums
- Spectral projected gradient method for stochastic optimization
- AN-SPS: adaptive sample size nonmonotone line search spectral projected subgradient method for convex constrained optimization problems
- A nonmonotone line search method for noisy minimization
- A stochastic line search method with expected complexity analysis
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