Stochastic line search methods via Martingale analysis
Line search methods have represented an important avenue for guaranteeing global convergence of algorithms in nonlinear optimization. In this review, we discuss a recent effort to develop counterparts that can contend with expectation-valued functions via Martingale analysis.
- Advised by: Dr. Uday V. Shanbhag
- Reviewed by: Dr. Eunhye Song
|Stochastic line search methods via Martingale analysis
|CC0 1.0 (Public Domain Dedication)
|July 16, 2021
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