Please use this identifier to cite or link to this item:
https://hdl.handle.net/10316/89439
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Gratton, Serge | - |
dc.contributor.author | Royer, Clément W | - |
dc.contributor.author | Vicente, Luís Nunes | - |
dc.contributor.author | Zhang, Zaikun | - |
dc.date.accessioned | 2020-06-02T14:52:11Z | - |
dc.date.available | 2020-06-02T14:52:11Z | - |
dc.date.issued | 2018-07 | - |
dc.identifier.uri | https://hdl.handle.net/10316/89439 | - |
dc.description.abstract | Trust-region algorithms have been proved to globally converge with probability 1 when the accuracy of the trust-region models is imposed with a certain probability conditioning on the iteration history. In this article, we study the complexity of such methods, providing global rates and worst-case complexity bounds on the number of iterations (with overwhelmingly high probability), for both first- and second-order measures of optimality. Such results are essentially the same as the ones known for trust-region methods based on deterministic models. The derivation of the global rates and worst-case complexity bounds follows closely from a study of direct search methods based on the companion notion of probabilistic descent. | pt |
dc.language.iso | eng | pt |
dc.publisher | Oxford University Press - Institute of Mathematics and its Applications | pt |
dc.relation | CMUC-UID/MAT/00324/2013 | pt |
dc.rights | openAccess | pt |
dc.subject | Trust-region methods; Worst-case complexity; Probabilistic models. | pt |
dc.title | Complexity and global rates of trust-region methods based on probabilistic models | pt |
dc.type | article | - |
degois.publication.firstPage | 1579 | pt |
degois.publication.lastPage | 1597 | pt |
degois.publication.issue | 3 | pt |
degois.publication.title | IMA Journal of Numerical Analysis | pt |
dc.relation.publisherversion | https://academic.oup.com/imajna/article/38/3/1579/4084726 | pt |
dc.peerreviewed | yes | pt |
dc.identifier.doi | 10.1093/imanum/drx043 | pt |
degois.publication.volume | 38 | pt |
dc.date.embargo | 2018-07-01 | * |
uc.date.periodoEmbargo | 0 | pt |
item.fulltext | Com Texto completo | - |
item.openairecristype | http://purl.org/coar/resource_type/c_18cf | - |
item.languageiso639-1 | en | - |
item.openairetype | article | - |
item.cerifentitytype | Publications | - |
item.grantfulltext | open | - |
crisitem.author.orcid | 0000-0002-5021-2357 | - |
crisitem.author.orcid | 0000-0003-1097-6384 | - |
Appears in Collections: | I&D CMUC - Artigos em Revistas Internacionais |
Files in This Item:
File | Description | Size | Format | |
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wcctr-random.pdf | 319.08 kB | Adobe PDF | View/Open |
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