2 papers
math.OC2025
First- and Second-Order Stochastic Adaptive Regularization with Cubics: High Probability Iteration and Sample Complexity
Katya Scheinberg, Miaolan Xie
We present high-probability (and expectation) complexity bounds for two versions of stochastic adaptive regularization methods with cubics (SARC), also known as regularized Newton…
math.OC2025
Stochastic ISTA/FISTA Adaptive Step Search Algorithms for Convex Composite Optimization
Lam M. Nguyen, Katya Scheinberg, Trang H. Tran
We develop and analyze stochastic variants of ISTA and a full backtracking FISTA algorithms [Beck and Teboulle, 2009, Scheinberg et al., 2014] for composite optimization without th…