Stochastic Trust-Region and Direct-Search Methods: A Weak Tail Bound Condition and Reduced Sample Sizing.
Francesco RinaldiLuís Nunes VicenteDamiano ZeffiroPublished in: SIAM J. Optim. (2024)
Keyphrases
- unconstrained optimization
- search methods
- trust region
- optimization methods
- global optimum
- search algorithm
- column generation
- metaheuristic
- lower bound
- upper bound
- constrained optimization
- log likelihood
- newton method
- line search
- hessian matrix
- levenberg marquardt
- objective function
- sufficient conditions
- constraint programming
- search space
- worst case
- nonlinear optimization