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Iteration Complexity and Finite-Time Efficiency of Adaptive Sampling Trust-Region Methods for Stochastic Derivative-Free Optimization
IISE Transactions ( IF 2.6 ) Pub Date : 2024-03-27 , DOI: 10.1080/24725854.2024.2335513
Yunsoo Ha 1 , Sara Shashaani 1
Affiliation  

ASTRO-DF is a prominent trust-region method using adaptive sampling for stochastic derivative-free optimization of nonconvex problems. Its salient feature is an easy-to-understand-and-implement con...

中文翻译:

随机无导数优化的自适应采样信赖域方法的迭代复杂度和有限时间效率

ASTRO-DF 是一种著名的信赖域方法,使用自适应采样对非凸问题进行随机无导数优化。其显着特点是易于理解和实施...
更新日期:2024-03-28
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