Stochastic trust-region algorithm in random subspaces with convergence and expected complexity analyses
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Publication:6580002
DOI10.1137/22M1524072MaRDI QIDQ6580002FDOQ6580002
Authors: Kwassi Joseph Dzahini, Stefan M. Wild
Publication date: 29 July 2024
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Nonlinear programming (90C30) Stochastic programming (90C15) Derivative-free methods and methods using generalized derivatives (90C56)
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