8 citations · 15 across the 25 of their papers we have counts for
4 papers · 1 filter
Trust-region algorithms: probabilistic complexity and intrinsic noise with applications to subsampling techniques
S. Bellavia, G. Gurioli, B. Morini +1
A trust-region algorithm is presented for finding approximate minimizers of smooth unconstrained functions whose values and derivatives are subject to random noise. It is shown tha…
A stochastic first-order trust-region method with inexact restoration for finite-sum minimization
Stefania Bellavia, Natasa Krejic, Benedetta Morini +1
We propose a stochastic first-order trust-region method with inexact function and gradient evaluations for solving finite-sum minimization problems. Using a suitable reformulation…
The Impact of Noise on Evaluation Complexity: The Deterministic Trust-Region Case
Stefania Bellavia, Gianmarco Gurioli, Benedetta Morini +1
Intrinsic noise in objective function and derivatives evaluations may cause premature termination of optimization algorithms. Evaluation complexity bounds taking this situation int…
Quadratic and Cubic Regularisation Methods with Inexact function and Random Derivatives for Finite-Sum Minimisation
Stefania Bellavia, Gianmarco Gurioli, Benedetta Morini +1
This paper focuses on regularisation methods using models up to the third order to search for up to second-order critical points of a finite-sum minimisation problem. The variant p…