4 papers
On averaging the best samples in evolutionary computation
Laurent Meunier, Yann Chevaleyre, Jeremy Rapin +2
Choosing the right selection rate is a long standing issue in evolutionary computation. In the continuous unconstrained case, we prove mathematically that a single parent lea…
Trust-Region Newton-CG with Strong Second-Order Complexity Guarantees for Nonconvex Optimization
Frank E. Curtis, Daniel P. Robinson, Clément Royer +1
Worst-case complexity guarantees for nonconvex optimization algorithms have been a topic of growing interest. Multiple frameworks that achieve the best known complexity bounds amon…
A Newton-CG Algorithm with Complexity Guarantees for Smooth Unconstrained Optimization
Clément W. Royer, Michael O'Neill, Stephen J. Wright
We consider minimization of a smooth nonconvex objective function using an iterative algorithm based on Newton's method and the linear conjugate gradient algorithm, with explicit d…
Complexity analysis of second-order line-search algorithms for smooth nonconvex optimization
Clément W. Royer, Stephen J. Wright
There has been much recent interest in finding unconstrained local minima of smooth functions, due in part of the prevalence of such problems in machine learning and robust statist…