Global convergence rate analysis of unconstrained optimization methods based on probabilistic models
We present global convergence rates for a line-search method which is based on random first-order models and directions whose quality is ensured only with certain probability. We show that in terms of the order of the accuracy, the evaluation complexity of such a method is the same as its counterpar...
| প্রধান লেখক: | , |
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| বিন্যাস: | Journal article |
| প্রকাশিত: |
Springer Berlin Heidelberg
2017
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