2 papers
math.OC2024
An investigation of stochastic trust-region based algorithms for finite-sum minimization
Stefania Bellavia, Benedetta Morini, Simone Rebegoldi
This work elaborates on the TRust-region-ish (TRish) algorithm, a stochastic optimization method for finite-sum minimization problems proposed by Curtis et al. in [Curtis2019, Curt…
math.OC2021
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…