A nonmonotone line search method for stochastic optimization problems

DOI10.2298/FIL1819799KMaRDI QIDQ5086883zbMATH OpenFDO

Authors Nataša Krejić, Sanja Lončar

Publication date 7 July 2022

Published in Filomat (Search for Journal in Brave)

zbMATH Keywords

sample average approximationunconstrained stochastic problemzero upper density convergence

Mathematics Subject Classification ID

Nonlinear programming (90C30) Stochastic programming (90C15)

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Cites work

• A derivative-free line search and global convergence of Broyden-like method for nonlinear equations
• A numerical evaluation of several stochastic algorithms on selected continuous global optimization test problems
• A stochastic steepest-descent algorithm
• Benchmarking optimization software with performance profiles.
• Introduction to Stochastic Search and Optimization
• Nonmonotone line search methods with variable sample size
• On efficiency of nonmonotone Armijo-type line searches
• On the use of stochastic Hessian information in optimization methods for machine learning
• Optimization algorithm with probabilistic estimation
• Sample size selection in optimization methods for machine learning
• Stochastic algorithms with Armijo stepsizes for minimization of functions

Cited in

(11)

• Adaptive sampling line search for local stochastic optimization with integer variables
• Probabilistic nonconvex constrained optimization with fixed number of function evaluations
• 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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