3 papers
math.OC2025
A Stochastic Objective-Function-Free Adaptive Regularization Method with Optimal Complexity
Serge Gratton, Sadok Jerad, Philippe L. Toint
A fully stochastic second-order adaptive-regularization method for unconstrained nonconvex optimization is presented which never computes the objective-function value, but yet achi…
math.OC2025
OPM, a collection of Optimization Problems in Matlab
Serge Gratton, Philippe L. Toint
OPM is a small collection of CUTEst unconstrained and bound-constrained nonlinear optimization problems, which can be used in Matlab for testing optimization algorithms directly (i…
math.OC2024
Complexity of Adagrad and other first-order methods for nonconvex optimization problems with bounds constraints
Serge Gratton, Sadok Jerad, Philippe L. Toint
A parametric class of trust-region algorithms for constrained nonconvex optimization is analyzed, where the objective function is never computed. By defining appropriate first-orde…