A Stochastic Trust Region Method for Unconstrained Optimization Problems
In this paper, a stochastic trust region method is proposed to solve unconstrained minimization problems with stochastic objectives. Particularly, this method can be used to deal with nonconvex problems. At each iteration, we construct a quadratic model of the objective function. In the model, stoch...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2019-01-01
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| Series: | Mathematical Problems in Engineering |
| Online Access: | http://dx.doi.org/10.1155/2019/8095054 |