First- and second-order high probability complexity bounds for trust-region methods with noisy oracles
type: Item
instance of: scholarly article
title: First- and second-order high probability complexity bounds for trust-region methods with noisy oracles
zbMATH Open document ID: 1547.65056
author: Liyuan Cao
author: Albert S. Berahas
author: Katya Scheinberg
published in: Mathematical Programming. Series A. Series B
publication date: 2024-09-19T00:00:00Z
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 90C56
zbMATH DE Number: 7915911
zbMATH Keywords: complexity
zbMATH Keywords: probability
zbMATH Keywords: bounds
MaRDI profile type: MaRDI publication profile
cites work: Computation of sparse low degree interpolating polynomials and their application to derivative-free optimization
cites work: Convergence of Trust-Region Methods Based on Probabilistic Models
cites work: Derivative-Free Optimization of Noisy Functions via Quasi-Newton Methods
cites work: Global Convergence Rate Analysis of a Generic Line Search Algorithm with Noise
cites work: Sample size selection in optimization methods for machine learning
cites work: On the Global Convergence of Trust Region Algorithms Using Inexact Gradient Information
cites work: Global convergence rate analysis of unconstrained optimization methods based on probabilistic models
cites work: Stochastic optimization using a trust-region method and random models
cites work: Trust Region Methods
cites work: Introduction to Derivative-Free Optimization
cites work: Complexity and global rates of trust-region methods based on probabilistic models
cites work: Benchmarking Derivative-Free Optimization Algorithms
cites work: Cubic regularization of Newton method and its global performance
cites work: Random gradient-free minimization of convex functions
cites work: A Stochastic Line Search Method with Expected Complexity Analysis
cites work: UOBYQA: unconstrained optimization by quadratic approximation
cites work: On the Lagrange functions of quadratic models that are defined by interpolation*
cites work: High-Dimensional Probability
cites work: Recent advances in trust region algorithms
DOI: 10.1007/S10107-023-01999-5
description: scientific article; zbMATH DE number 7915911