4 citations · 12 across the 6 of their papers we have counts for
12 papers
The Impact of Noise on Evaluation Complexity: The Deterministic Trust-Region Case
Stefania Bellavia, Gianmarco Gurioli, Benedetta Morini +1
Intrinsic noise in objective function and derivatives evaluations may cause premature termination of optimization algorithms. Evaluation complexity bounds taking this situation int…
Quadratic and Cubic Regularisation Methods with Inexact function and Random Derivatives for Finite-Sum Minimisation
Stefania Bellavia, Gianmarco Gurioli, Benedetta Morini +1
This paper focuses on regularisation methods using models up to the third order to search for up to second-order critical points of a finite-sum minimisation problem. The variant p…
Adaptive Regularization for Nonconvex Optimization Using Inexact Function Values and Randomly Perturbed Derivatives
S. Bellavia, G. Gurioli, B. Morini +1
A regularization algorithm allowing random noise in derivatives and inexact function values is proposed for computing approximate local critical points of any order for smooth unco…
Strong Evaluation Complexity Bounds for Arbitrary-Order Optimization of Nonconvex Nonsmooth Composite Functions
Coralia Cartis, Nick Gould, Philippe L. Toint
We introduce the concept of strong high-order approximate minimizers for nonconvex optimization problems. These apply in both standard smooth and composite non-smooth settings, and…
Exploiting problem structure in derivative free optimization
Margherita Porcelli, Philippe L. Toint
A structured version of derivative-free random pattern search optimization algorithms is introduced which is able to exploit coordinate partially separable structure (typically ass…
An algorithm for optimization with disjoint linear constraints and its application for predicting rain
Tijana Janjic, Yvonne Ruckstuhl, Philippe L. Toint
A specialized algorithm for quadratic optimization (QO, or, formerly, QP) with disjoint linear constraints is presented. In the considered class of problems, a subset of variables…