An investigation of stochastic trust-region based algorithms for finite-sum minimization
Author:
Affiliation:
1. Dipartimento di Ingegneria Industriale, Università degli Studi di Firenze, Firenze, Italia
2. Dipartimento di Scienze Fisiche, Informatiche e Matematiche, Università degli Studi di Modena e Reggio Emilia Via Giuseppe Campi 213/B, Modena, Italia
Funder
INDAM-GNCS
European Commission under the NextGeneration EU Programme
Publisher
Informa UK Limited
Link
https://www.tandfonline.com/doi/pdf/10.1080/10556788.2024.2346834
Reference21 articles.
1. Convergence of Trust-Region Methods Based on Probabilistic Models
2. Trust-region algorithms: Probabilistic complexity and intrinsic noise with applications to subsampling techniques
3. Inexact restoration with subsampled trust-region methods for finite-sum minimization
4. A stochastic first-order trust-region method with inexact restoration for finite-sum minimization
5. D.P. Bertsekas, Nonlinear Programming, 3rd ed., Athena Scientific, Belmont, MA, 2016.
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