First- and second-order high probability complexity bounds for trust-region methods with noisy oracles
Liyuan Cao, Albert S. Berahas, Katya Scheinberg
Topics & Concepts
Hessian matrixTrust regionMathematicsConvergence (economics)Mathematical optimizationOrder (exchange)Applied mathematicsMaxima and minimaAlgorithmComputer scienceRADIUSEconomicsEconomic growthComputer securityMathematical analysisFinanceStochastic Gradient Optimization TechniquesSparse and Compressive Sensing TechniquesMarkov Chains and Monte Carlo Methods