Trust-region algorithms: probabilistic complexity and intrinsic noise with applications to subsampling techniques
DOI10.1016/j.ejco.2022.100043zbMath1530.90098arXiv2112.06176OpenAlexW4226341706MaRDI QIDQ6170037
Gianmarco Gurioli, Benedetta Morini, Phillipe L. Toint, Stefania Bellavia
Publication date: 12 July 2023
Published in: EURO Journal on Computational Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2112.06176
probabilistic analysistrust-region methodsevaluation complexityinexact functions and derivativesfinite-sum optimizationsubsampling methods
Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Approximation methods and heuristics in mathematical programming (90C59)
Related Items (1)
Cites Work
- The tail of the hypergeometric distribution
- Global convergence rate analysis of unconstrained optimization methods based on probabilistic models
- Stochastic optimization using a trust-region method and random models
- Second-order optimality and beyond: characterization and evaluation complexity in convexly constrained nonlinear optimization
- Adaptive regularization for nonconvex optimization using inexact function values and randomly perturbed derivatives
- Recent advances in trust region algorithms
- Convergence of Trust-Region Methods Based on Probabilistic Models
- Trust Region Methods
- Global Convergence Rate Analysis of a Generic Line Search Algorithm with Noise
- Stochastic analysis of an adaptive cubic regularization method under inexact gradient evaluations and dynamic Hessian accuracy
- Evaluation Complexity of Algorithms for Nonconvex Optimization: Theory, Computation and Perspectives
- A Stochastic Line Search Method with Expected Complexity Analysis
- Sharp Worst-Case Evaluation Complexity Bounds for Arbitrary-Order Nonconvex Optimization with Inexpensive Constraints
- Adaptive Regularization Algorithms with Inexact Evaluations for Nonconvex Optimization
This page was built for publication: Trust-region algorithms: probabilistic complexity and intrinsic noise with applications to subsampling techniques