High probability complexity bounds for adaptive step search based on stochastic oracles
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Publication:6573017
DOI10.1137/22M1512764MaRDI QIDQ6573017FDOQ6573017
Authors: Billy Jin, Katya Scheinberg, Miaolan Xie 
Publication date: 16 July 2024
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
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nonlinear optimizationstochastic optimizationline searchcomplexity boundhigh probabilitystochastic oraclesstep search
Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Stochastic programming (90C15)
Cites Work
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- Introductory lectures on convex optimization. A basic course.
- High-dimensional probability. An introduction with applications in data science
- Random gradient-free minimization of convex functions
- Weighted sums of certain dependent random variables
- Title not available (Why is that?)
- A stochastic line search method with expected complexity analysis
- Optimization methods for large-scale machine learning
- Global convergence rate analysis of unconstrained optimization methods based on probabilistic models
- A theoretical and empirical comparison of gradient approximations in derivative-free optimization
- Global Convergence Rate Analysis of a Generic Line Search Algorithm with Noise
- Complexity and global rates of trust-region methods based on probabilistic models
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