Variable Metric Inexact Line-Search-Based Methods for Nonsmooth Optimization
نویسندگان
چکیده
منابع مشابه
Line search methods with variable sample size for unconstrained optimization
Minimization of unconstrained objective function in the form of mathematical expectation is considered. Sample Average Approximation SAA method transforms the expectation objective function into a real-valued deterministic function using large sample and thus deals with deterministic function minimization. The main drawback of this approach is its cost. A large sample of the random variable tha...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2016
ISSN: 1052-6234,1095-7189
DOI: 10.1137/15m1019325