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zbMATH Open
Article . 2022
Data sources: zbMATH Open
Journal of Computational Mathematics
Article . 2022 . Peer-reviewed
Data sources: Crossref
https://dx.doi.org/10.48550/ar...
Article . 2019
License: arXiv Non-Exclusive Distribution
Data sources: Datacite
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Stochastic Trust-Region Methods with Trust-Region Radius Depending on Probabilistic Models

Stochastic trust-region methods with trust-region radius depending on probabilistic models
Authors: Wang, Xiaoyu; Yuan, Yaxiang;

Stochastic Trust-Region Methods with Trust-Region Radius Depending on Probabilistic Models

Abstract

We present a stochastic trust-region model-based framework in which its radius is related to the probabilistic models. Especially, we propose a specific algorithm termed STRME, in which the trust-region radius depends linearly on the gradient used to define the latest model. The complexity results of the STRME method in nonconvex, convex and strongly convex settings are presented, which match those of the existing algorithms based on probabilistic properties. In addition, several numerical experiments are carried out to reveal the benefits of the proposed methods compared to the existing stochastic trust-region methods and other relevant stochastic gradient methods.

Country
China (People's Republic of)
Related Organizations
Keywords

Numerical optimization and variational techniques, probabilistic models, Stochastic optimization, stochastic optimization, Global convergence, trust-region methods, global convergence, trust-region radius, Numerical mathematical programming methods, Optimization and Control (math.OC), Trust-region methods, Trust- region radius, FOS: Mathematics, Probabilistic models, Abstract computational complexity for mathematical programming problems, Mathematics - Optimization and Control, 65K05, 65K10, 90C60

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    popularity
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    influence
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    impulse
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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
6
Top 10%
Average
Top 10%
Green
bronze