High probability complexity bounds for adaptive step search based on stochastic oracles

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)

zbMATH Keywords

nonlinear optimizationstochastic optimizationline searchcomplexity boundhigh probabilitystochastic oraclesstep search

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Stochastic programming (90C15)

Cites Work

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• 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

Cited In (1)

• A sequential quadratic programming method with high-probability complexity bounds for nonlinear equality-constrained stochastic optimization

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