STOCHASTIC TRUST-REGION METHODS WITH TRUST-REGION RADIUS DEPENDING ON PROBABILISTIC MODELS
文献类型：期刊论文
| 作者 | Wang, Xiaoyu1,2; Yuan, Ya-xiang3 |
| 刊名 | JOURNAL OF COMPUTATIONAL MATHEMATICS
 |
| 出版日期 | 2021-09-16 |
| 页码 | 41 |
| 关键词 | Trust-region methods Stochastic optimization Probabilistic models Trust region radius Global convergence |
| ISSN号 | 0254-9409 |
| DOI | 10.4208/jcm.2012-m2020-0144 |
| 英文摘要 | We present a stochastic trust-region model-based framework in which its radius is related to the probabilistic models. Especially, we propose a specific algorithm termed STRME, in which the trust-region radius depends linearly on the gradient used to define the latest model. The complexity results of the STRME method in nonconvex, convex and strongly convex settings are presented, which match those of the existing algorithms based on probabilistic properties. In addition, several numerical experiments are carried out to reveal the benefits of the proposed methods compared to the existing stochastic trust-region methods and other relevant stochastic gradient methods. |
| 资助项目 | National Natural Science Foundation of China[11331012] ; National Natural Science Foundation of China[11688101] |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000712898300001 |
| 出版者 | GLOBAL SCIENCE PRESS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/59459]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Wang, Xiaoyu |
| 作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Comp Math & Sci Engn Comp, Beijing 100190, Peoples R China 2.Univ Chinese Acad Sci, Beijing 100049, Peoples R China 3.Chinese Acad Sci, State Key Lab Sci Engn Comp, Inst Comp Math & Scient Engn Comp, Acad Math & Syst Sci, Beijing 100190, Peoples R China |
| 推荐引用方式 GB/T 7714 | Wang, Xiaoyu,Yuan, Ya-xiang. STOCHASTIC TRUST-REGION METHODS WITH TRUST-REGION RADIUS DEPENDING ON PROBABILISTIC MODELS[J]. JOURNAL OF COMPUTATIONAL MATHEMATICS,2021:41. |
| APA | Wang, Xiaoyu,&Yuan, Ya-xiang.(2021).STOCHASTIC TRUST-REGION METHODS WITH TRUST-REGION RADIUS DEPENDING ON PROBABILISTIC MODELS.JOURNAL OF COMPUTATIONAL MATHEMATICS,41. |
| MLA | Wang, Xiaoyu,et al."STOCHASTIC TRUST-REGION METHODS WITH TRUST-REGION RADIUS DEPENDING ON PROBABILISTIC MODELS".JOURNAL OF COMPUTATIONAL MATHEMATICS (2021):41. |
入库方式： OAI收割
来源：数学与系统科学研究院
浏览0
下载0
收藏0
其他版本
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。