Stochastic trust-region algorithm in random subspaces with convergence and expected complexity analyses
KJ Dzahini, SM Wild - SIAM Journal on Optimization, 2024 - SIAM
This work proposes a framework for large-scale stochastic derivative-free optimization (DFO)
by introducing STARS, a trust-region method based on iterative minimization in random …
by introducing STARS, a trust-region method based on iterative minimization in random …