Global convergence rate analysis of unconstrained optimization methods based on probabilistic models

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...

Cur síos iomlán

Sonraí bibleagrafaíochta
Príomhchruthaitheoirí:	Cartis, C, Scheinberg, K
Formáid:	Journal article
Foilsithe / Cruthaithe:	Springer Berlin Heidelberg 2017

Míreanna comhchosúla

Adaptive cubic regularisation methods for unconstrained optimization. Part I: motivation, convergence and numerical results.
de réir: Cartis, C, et al.
Foilsithe / Cruthaithe: (2011)

Convergence rate analysis of a stochastic trust-region method via supermartingales
de réir: Blanchet, J, et al.
Foilsithe / Cruthaithe: (2019)

Adaptive cubic overestimation methods for unconstrained optimization
de réir: Cartis, C, et al.
Foilsithe / Cruthaithe: (2007)

Adaptive cubic overestimation methods for unconstrained optimization
de réir: Cartis, C, et al.
Foilsithe / Cruthaithe: (2007)

Global convergence of conjugate gradient method in unconstrained optimization problems
de réir: Huda Younus Najm, et al.
Foilsithe / Cruthaithe: (2019-10-01)

Global rates of convergence for nonconvex optimization on manifolds
de réir: Boumal, N, et al.
Foilsithe / Cruthaithe: (2018)

Global Convergence of a Spectral Conjugate Gradient Method for Unconstrained Optimization
de réir: Jinkui Liu, et al.
Foilsithe / Cruthaithe: (2012-01-01)

A dimensionality reduction technique for unconstrained global optimization of functions with low effective dimensionality
de réir: Cartis, C, et al.
Foilsithe / Cruthaithe: (2021)

Complexity bounds for second-order optimality in unconstrained optimization.
de réir: Cartis, C, et al.
Foilsithe / Cruthaithe: (2012)

Evaluation complexity of adaptive cubic regularization methods for convex unconstrained optimization.
de réir: Cartis, C, et al.
Foilsithe / Cruthaithe: (2012)

The Global Convergence of a New Mixed Conjugate Gradient Method for Unconstrained Optimization
de réir: Yang Yueting, et al.
Foilsithe / Cruthaithe: (2012-01-01)

A Modified Conjugate Gradient Method with Global Convergence Property for Unconstrained Optimization
de réir: Huda Issam Ahmed, et al.
Foilsithe / Cruthaithe: (2013-12-01)

Convergence and stability of line search methods for unconstrained optimization.
de réir: Leong, Wah June, et al.
Foilsithe / Cruthaithe: (2013)

A Conjugate Gradient Method with Global Convergence for Large-Scale Unconstrained Optimization Problems
de réir: Shengwei Yao, et al.
Foilsithe / Cruthaithe: (2013-01-01)

A Globally Convergence Spectral Conjugate Gradient Method for Solving Unconstrained Optimization Problems
de réir: Basim Hassan
Foilsithe / Cruthaithe: (2013-12-01)

On the Complexity of Steepest Descent, Newton's and Regularized Newton's Methods for Nonconvex Unconstrained Optimization Problems.
de réir: Cartis, C, et al.
Foilsithe / Cruthaithe: (2010)

A concise second-order complexity analysis for unconstrained optimization using high-order regularized models
de réir: Cartis, C, et al.
Foilsithe / Cruthaithe: (2019)

Global convergence properties of a Dai-Liao-type CGM for unconstrained optimization
de réir: Oluwaseun Biodun Onuoha
Foilsithe / Cruthaithe: (2024-03-01)

A Modified Globally Convergent Self-Scaling BFGS Algorithm for Unconstrained Optimization
de réir: Abbas Y. AL-Bayati, et al.
Foilsithe / Cruthaithe: (2012-09-01)

The global convergence of spectral RMIL conjugate gradient method for unconstrained optimization with applications to robotic model and image recovery.
de réir: Nasiru Salihu, et al.
Foilsithe / Cruthaithe: (2023-01-01)

Trust-region based methods for unconstrained global optimization /
de réir: Kerk, Lee Chang, 1989-, author, et al.
Foilsithe / Cruthaithe: (2019)

Trust-region based methods for unconstrained global optimization /
de réir: Kerk, Lee Chang, 1989-, author
Foilsithe / Cruthaithe: (2019)

Worst-case evaluation complexity of regularization methods for smooth unconstrained optimization using Hölder continuous gradients
de réir: Cartis, C, et al.
Foilsithe / Cruthaithe: (2017)

Globalization of Barzilai and Borwein Method for Unconstrained Optimization
de réir: Farid, Mahboubeh
Foilsithe / Cruthaithe: (2009)

Adaptive cubic regularisation methods for unconstrained optimization. Part II: worst-case function- and derivative-evaluation complexity.
de réir: Cartis, C, et al.
Foilsithe / Cruthaithe: (2011)

A decent three term conjugate gradient method with global convergence properties for large scale unconstrained optimization problems
de réir: Ibtisam A. Masmali, et al.
Foilsithe / Cruthaithe: (2021-07-01)

Numerical methods for unconstrained optimization/
de réir: Murray, Walter
Foilsithe / Cruthaithe: (1972)

Methods for unconstrained optimization problems
de réir: 194582 Kowalik, J.

Efficient ODE-based methods for unconstrained optimization
de réir: Yap, Chui Ying, et al.
Foilsithe / Cruthaithe: (2018)

A convergent hybrid three-term conjugate gradient method with sufficient descent property for unconstrained optimization
de réir: Diphofu T., et al.
Foilsithe / Cruthaithe: (2022-06-01)

Numerical methods for unconstrained optimization : an introduction/
de réir: 389147 Wolfe, Michael Anthony
Foilsithe / Cruthaithe: (1978)

Modified PRP Method in Unconstrained Optimization Method
de réir: Aseel Muayad Qasim
Foilsithe / Cruthaithe: (2013-12-01)

A new filled function method based on global search for solving unconstrained optimization problems
de réir: Jia Li, et al.
Foilsithe / Cruthaithe: (2024-06-01)

The CG-BFGS method for unconstrained optimization problems
de réir: Ibrahim, Mohd Asrul Hery, et al.
Foilsithe / Cruthaithe: (2013)

Numerical methods for unconstrained optimization and nonlinear equations/
de réir: 352576 Dennis, J. E., et al.
Foilsithe / Cruthaithe: (1983)

Modified simplex design method in unconstrained optimization /
de réir: 371402 Rio Hirowati Sharifuddin, et al.
Foilsithe / Cruthaithe: (1989)

New Parameter of CG-Method for Unconstrained Optimization
de réir: Hamsa Chilmeran, et al.
Foilsithe / Cruthaithe: (2019-06-01)

Nonsmooth spectral gradient methods for unconstrained optimization
de réir: Milagros Loreto, et al.
Foilsithe / Cruthaithe: (2017-12-01)

Unconstrained optimization methods based on direct updating of Hessian factors
de réir: , MAHMOOD, Saad Shakir, et al.
Foilsithe / Cruthaithe: (2003)

An improved genetic bat algorithm for unconstrained global optimization problems
de réir: Muhammad Zubair, Rehman, et al.
Foilsithe / Cruthaithe: (2020)