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Global convergence rate analysis of unconstrained optimization methods based on probabilistic models |
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| Authors: | Cartis C. Scheinberg K. |
| Affiliation: | 1.Mathematical Institute, University of Oxford, Radcliffe Observatory Quarter, Woodstock Road, Oxford, OX2 6GG, UK ;2.Department of Industrial and Systems Engineering, Lehigh University, Harold S. Mohler Laboratory, 200 West Packer Avenue, Bethlehem, PA, 18015-1582, USA ; |
| Abstract: | Mathematical Programming - 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... |
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