Stochastic trust-region and direct-search methods: a weak tail bound condition and reduced sample sizing

DOI10.1137/22M1543446zbMATH Open1548.90343MaRDI QIDQ6561380FDOQ6561380

Authors: F. Rinaldi, L. N. Vicente, Damiano Zeffiro 

Publication date: 25 June 2024

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

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zbMATH Keywords

stochastic optimizationdirect searchtrust regionderivative-free

Mathematics Subject Classification ID

Nonlinear programming (90C30) Stochastic programming (90C15) Derivative-free methods and methods using generalized derivatives (90C56)

Cites Work

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• Stochastic Zeroth-Order Riemannian Derivative Estimation and Optimization

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