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- W4280491427 abstract "This paper studies the numerical solution of strictly convex unconstrained optimization problems by linesearch Newton-CG methods. We focus on methods employing inexact evaluations of the objective function and inexact and possibly random gradient and Hessian estimates. The derivative estimates are not required to satisfy suitable accuracy requirements at each iteration but with sufficiently high probability. Concerning the evaluation of the objective function we first assume that the noise in the objective function evaluations is bounded in absolute value. Then, we analyze the case where the error satisfies prescribed dynamic accuracy requirements. We provide for both cases a complexity analysis and derive expected iteration complexity bounds. We finally focus on the specific case of finite-sum minimization which is typical of machine learning applications." @default.
- W4280491427 created "2022-05-22" @default.
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- W4280491427 date "2022-05-13" @default.
- W4280491427 modified "2023-09-25" @default.
- W4280491427 title "Linesearch Newton-CG methods for convex optimization with noise" @default.
- W4280491427 doi "https://doi.org/10.48550/arxiv.2205.06710" @default.
- W4280491427 hasPublicationYear "2022" @default.
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