On the complexity of a stochastic Levenberg-Marquardt method
From MaRDI portal
Publication:6149301
DOI10.3934/jimo.2023113OpenAlexW4386545770MaRDI QIDQ6149301
Publication date: 5 February 2024
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2023113
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Cites Work
- Unnamed Item
- Unnamed Item
- A Stochastic Quasi-Newton Method for Large-Scale Optimization
- Global complexity bound analysis of the Levenberg-Marquardt method for nonsmooth equations and its application to the nonlinear complementarity problem
- On the convergence and worst-case complexity of trust-region and regularization methods for unconstrained optimization
- On a global complexity bound of the Levenberg-marquardt method
- Adaptive cubic regularisation methods for unconstrained optimization. II: Worst-case function- and derivative-evaluation complexity
- Global complexity bound of the inexact Levenberg-Marquardt method
- Levenberg-Marquardt method based on probabilistic Jacobian models for nonlinear equations
- Stochastic variance-reduced prox-linear algorithms for nonconvex composite optimization
- Global complexity bound of the Levenberg–Marquardt method
- Probability and Stochastics
- Levenberg--Marquardt Methods Based on Probabilistic Gradient Models and Inexact Subproblem Solution, with Application to Data Assimilation
- Introduction to Derivative-Free Optimization
- Trust Region Methods
- RES: Regularized Stochastic BFGS Algorithm
- Optimization Methods for Large-Scale Machine Learning
- A Stochastic Levenberg--Marquardt Method Using Random Models with Complexity Results
- Modified Gauss–Newton scheme with worst case guarantees for global performance
- Direct Search Based on Probabilistic Descent
This page was built for publication: On the complexity of a stochastic Levenberg-Marquardt method