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Stochastic Trust-Region Algorithm in Random Subspaces with Convergence and Expected Complexity Analyses

Dzahini, KJ et al.
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4901 applied mathematics (for-2020), 4903 numerical and computational mathematics (for-2020), 49 mathematical sciences (for-2020), stochastic derivative-free optimization, randomized subspace methods, zeroth-order methods, 0102 applied mathematics (for), 0103 numerical and computational mathematics (for)
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