用于随机无衍生优化的自适应采样信任区域方法的迭代复杂性和有限时间效率

IF 2 3区 工程技术 Q3 ENGINEERING, INDUSTRIAL IISE Transactions Pub Date : 2024-03-27 DOI:10.1080/24725854.2024.2335513
Yunsoo Ha, Sara Shashaani
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引用次数: 0

摘要

ASTRO-DF 是一种著名的信任区域方法,它采用自适应采样,用于非凸问题的随机无导数优化。它的突出特点是易于理解和实施。
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Iteration Complexity and Finite-Time Efficiency of Adaptive Sampling Trust-Region Methods for Stochastic Derivative-Free Optimization
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...
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来源期刊
IISE Transactions
IISE Transactions Engineering-Industrial and Manufacturing Engineering
CiteScore
5.70
自引率
7.70%
发文量
93
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