Global convergence rate analysis of unconstrained optimization methods based on probabilistic models
نویسندگان
چکیده
منابع مشابه
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 counterparts that use deterministic accurate models; the use of probabilistic models only increases the com...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 2017
ISSN: 0025-5610,1436-4646
DOI: 10.1007/s10107-017-1137-4