Trust-region algorithms: Probabilistic complexity and intrinsic noise with applications to subsampling techniques
Work
Year: 2022
Type: article
Abstract: A trust-region algorithm is presented for finding approximate minimizers of smooth unconstrained functions whose values and derivatives are subject to random noise. It is shown that, under suitable pr... more
Institutions University of Florence, University of Namur
Cites: 14
Cited by: 6
Related to: 10
FWCI: 1.141
Citation percentile (by year/subfield): 76.36
Subfield: Computational Mechanics
Field: Engineering
Domain: Physical Sciences
Open Access status: gold
APC paid (est): $1,400