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Stochastic Trust-Region Algorithm in Random Subspaces with Convergence and Expected Complexity Analyses.

K. J. DzahiniStefan M. Wild
Published in: SIAM J. Optim. (2024)
Keyphrases
  • trust region
  • worst case
  • convergence rate
  • optimal solution
  • search space
  • simulated annealing
  • pairwise
  • support vector machine
  • linear programming
  • expectation maximization
  • global optimum
  • hessian matrix