4 papers
Stochastic Analysis of an Adaptive Cubic Regularisation Method under Inexact Gradient Evaluations and Dynamic Hessian Accuracy
Stefania Bellavia, Gianmarco Gurioli
We here adapt an extended version of the adaptive cubic regularisation method with dynamic inexact Hessian information for nonconvex optimisation in [3] to the stochastic optimisat…
An inexact non stationary Tikhonov procedure for large-scale nonlinear ill-posed problems
Stefania Bellavia, Marco Donatelli, Elisa Riccietti
In this work we consider the stable numerical solution of large-scale ill-posed nonlinear least squares problems with nonzero residual. We propose a non-stationary Tikhonov method…
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…
Subsampled Nonmonotone Spectral Gradient Methods
Stefania Bellavia, Nataša Krklec Jerinkić, Greta Malaspina
This paper deals with subsampled spectral gradient methods for minimizing finite sum. Subsample function and gradient approximations are employed in order to reduce the overall com…