On the Convergence Properties of a Stochastic Trust-Region Method with Inexact Restoration

On the Convergence Properties of a Stochastic Trust-Region Method with Inexact Restoration

We study the convergence properties of SIRTR, a stochastic inexact restoration trust-region method suited for the minimization of a finite sum of continuously differentiable functions. This method combines the trust-region methodology with random function and gradient estimates formed by subsampling...

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Bibliographic Details
Main Authors: Stefania Bellavia , Benedetta Morini , Simone Rebegoldi
Format: Article
Language:English
Published: MDPI AG 2022-12-01
Series:Axioms
Subjects:
trust-region methods
random models
inexact restoration
Online Access:https://www.mdpi.com/2075-1680/12/1/38

Internet

https://www.mdpi.com/2075-1680/12/1/38

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