Convergence of Trust-Region Methods Based on Probabilistic Models
نویسندگان
چکیده
منابع مشابه
Convergence of Trust-Region Methods Based on Probabilistic Models
In this paper we consider the use of probabilistic or randommodels within a classical trustregion framework for optimization of deterministic smooth general nonlinear functions. Our method and setting differs from many stochastic optimization approaches in two principal ways. Firstly, we assume that the value of the function itself can be computed without noise, in other words, that the functio...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2014
ISSN: 1052-6234,1095-7189
DOI: 10.1137/130915984