3 papers
math.OC2023
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…
math.OC2022
Spectral Projected Subgradient Method for Nonsmooth Convex Optimization Problems
Natasa Krejic, Natasa Krklec Jerinkic, Tijana Ostojic
We consider constrained optimization problems with a nonsmooth objective function in the form of mathematical expectation. The Sample Average Approximation (SAA) is used to estimat…
math.OC2020
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…