4 papers · 1 filter
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…
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…
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…
S2MPJ and CUTEst optimization problems for Matlab, Python and Julia
Serge Gratton, Philippe L. Toint
A new decoder for the SIF test problems of the CUTEst collection is described, which produces problem files allowing the computation of values and derivatives of the objective func…