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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Номзүйн дэлгэрэнгүй

Үндсэн зохиолчид:	Stefania Bellavia , Benedetta Morini , Simone Rebegoldi
Формат:	Artigo
Хэл сонгох:	Inglês
Хэвлэсэн:	MDPI AG 2022-12-01
Цуврал:	Axioms
Нөхцлүүд:	trust-region methods random models inexact restoration
Онлайн хандалт:	https://www.mdpi.com/2075-1680/12/1/38
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