Convergence Rate Analysis of a Stochastic Trust-Region Method via Supermartingales-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Convergence Rate Analysis of a Stochastic Trust-Region Method via Supermartingales

Published:2019-04 Issue:2 Volume:1 Page:92-119
ISSN:2575-1484
Container-title:INFORMS Journal on Optimization
language:en
Short-container-title:INFORMS Journal on Optimization

Author:

Blanchet Jose¹^ORCID,Cartis Coralia²^ORCID,Menickelly Matt³^ORCID,Scheinberg Katya⁴^ORCID

Affiliation:

1. Department of Industrial Engineering and Operations Research, Columbia University, New York, New York 10027

2. Mathematical Institute, University of Oxford, Oxford OX1 3LB, United Kingdom

3. Mathematics and Computer Science Division, Argonne National Laboratory, Lemont, Illinois 60439

4. Department of Industrial and Systems Engineering, Lehigh University, Bethlehem, Pennsylvania 18015

Publisher

Institute for Operations Research and the Management Sciences (INFORMS)

Subject

General Medicine

Reference16 articles.

1. Convergence of Trust-Region Methods Based on Probabilistic Models

2. Stochastic Trust-Region Response-Surface Method (STRONG)—A New Response-Surface Framework for Simulation Optimization

3. Stochastic optimization using a trust-region method and random models

4. Introduction to Derivative-Free Optimization

Cited by 52 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A Retrospective Approximation Approach for Smooth Stochastic Optimization;Mathematics of Operations Research;2024-09-09

2. An investigation of stochastic trust-region based algorithms for finite-sum minimization;Optimization Methods and Software;2024-08-08

3. A modified derivative-free SQP-filter trust-region method for uncertainty handling: application in gas-lift optimization;Optimization and Engineering;2024-07-29

4. Stochastic Trust-Region Algorithm in Random Subspaces with Convergence and Expected Complexity Analyses;SIAM Journal on Optimization;2024-07-25

5. Complexity bound of a Levenberg–Marquardt algorithm based on probabilistic Jacobian models;Optimization Letters;2024-07-18

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3