{"title":"基于谨慎步进归一化的随机信任域算法","authors":"Frank E. Curtis, K. Scheinberg, R. Shi","doi":"10.1287/IJOO.2018.0010","DOIUrl":null,"url":null,"abstract":"An algorithm is proposed for solving stochastic and finite-sum minimization problems. Based on a trust region methodology, the algorithm employs normalized steps, at least as long as the norms of t...","PeriodicalId":73382,"journal":{"name":"INFORMS journal on optimization","volume":"1 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2017-12-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1287/IJOO.2018.0010","citationCount":"32","resultStr":"{\"title\":\"A Stochastic Trust Region Algorithm Based on Careful Step Normalization\",\"authors\":\"Frank E. Curtis, K. Scheinberg, R. Shi\",\"doi\":\"10.1287/IJOO.2018.0010\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"An algorithm is proposed for solving stochastic and finite-sum minimization problems. Based on a trust region methodology, the algorithm employs normalized steps, at least as long as the norms of t...\",\"PeriodicalId\":73382,\"journal\":{\"name\":\"INFORMS journal on optimization\",\"volume\":\"1 1\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2017-12-29\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"https://sci-hub-pdf.com/10.1287/IJOO.2018.0010\",\"citationCount\":\"32\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"INFORMS journal on optimization\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1287/IJOO.2018.0010\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"INFORMS journal on optimization","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1287/IJOO.2018.0010","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
A Stochastic Trust Region Algorithm Based on Careful Step Normalization
An algorithm is proposed for solving stochastic and finite-sum minimization problems. Based on a trust region methodology, the algorithm employs normalized steps, at least as long as the norms of t...