LSOS: Line-search Second-Order Stochastic optimization methods.
Daniela di SerafinoNatasa KrejicNatasa Krklec JerinkicMarco ViolaPublished in: CoRR (2020)
Keyphrases
- optimization methods
- line search
- global convergence
- stochastic methods
- trust region
- convergence analysis
- stage stochastic programs
- simulated annealing
- optimization problems
- optimization method
- optimization approaches
- unconstrained optimization
- particle swarm
- objective function
- global optimum
- convergence rate
- optimization procedure
- quadratic programming
- step size
- conjugate gradient
- convergence speed
- risk minimization
- newton method
- linear program
- cost function
- artificial neural networks
- genetic algorithm