A Stochastic Trust Region Algorithm Based on Careful Step Normalization

@inproceedings{Curtis2017AST,
  title={A Stochastic Trust Region Algorithm Based on Careful Step Normalization},
  author={Frank E. Curtis and Katya Scheinberg and Rui Shi},
  year={2017}
}
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... 
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