7 papers · 1 filter
AS-BOX: Additional Sampling Method for Weighted Sum Problems with Box Constraints
Nataša Krejić, Nataša Krklec Jerinkić, Tijana Ostojić +1
A class of optimization problems characterized by a weighted finite-sum objective function subject to box constraints is considered. We propose a novel stochastic optimization meth…
Parallel Inexact Levenberg-Marquardt Method for Nearly-Separable Nonlinear Least Squares
Lidija Fodor, Dusan Jakovetic, Natasa Krejic +1
Motivated by localization problems such as cadastral maps refinements, we consider a generic Nonlinear Least Squares (NLS) problem of minimizing an aggregate squared fit across all…
A non-monotone trust-region method with noisy oracles and additional sampling
Natasa Krejic, Natasa Krklec Jerinkic, Angeles Martinez +1
In this work, we introduce a novel stochastic second-order method, within the framework of a non-monotone trust-region approach, for solving the unconstrained, nonlinear, and non-c…
A Hessian inversion-free exact second order method for distributed consensus optimization
Dusan Jakovetic, Natasa Krejic, Natasa Krklec Jerinkic
We consider a standard distributed consensus optimization problem where a set of agents connected over an undirected network minimize the sum of their individual local strongly con…
EFIX: Exact Fixed Point Methods for Distributed Optimization
Dusan Jakovetic, Natasa Krejic, Natasa Krklec Jerinkic
We consider strongly convex distributed consensus optimization over connected networks. EFIX, the proposed method, is derived using quadratic penalty approach. In more detail, we u…
Inexact restoration with subsampled trust-region methods for finite-sum minimization
Stefania Bellavia, Natasa Krejic, Benedetta Morini
Convex and nonconvex finite-sum minimization arises in many scientific computing and machine learning applications. Recently, first-order and second-order methods where objective f…