LSOS: Line-search second-order stochastic optimization methods for nonconvex finite sums.
Daniela di SerafinoNatasa KrejicNatasa Krklec JerinkicMarco ViolaPublished in: Math. Comput. (2022)
Keyphrases
- optimization methods
- line search
- global convergence
- globally convergent
- optimization problems
- stochastic methods
- trust region
- convergence analysis
- objective function
- stage stochastic programs
- optimization method
- simulated annealing
- evolutionary algorithm
- conjugate gradient
- particle swarm
- metaheuristic
- quadratic programming
- step size
- newton method
- neural network
- convex optimization
- maximum likelihood estimation
- probabilistic model
- artificial neural networks