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20172026
most citedA note on preconditioning weighted linear least squares, with consequences for weakly-constrained variational data assimilation

6 citations · 14 across the 20 of their papers we have counts for

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Showing 2021Show all

2 papers · 1 filter

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…

math.OC2021

Hölder Gradient Descent and Adaptive Regularization Methods in Banach Spaces for First-Order Points

Serge Gratton, Sadok Jerad, Philippe L. Toint

This paper considers optimization of smooth nonconvex functionals in smooth infinite dimensional spaces. A Hölder gradient descent algorithm is first proposed for finding approxima…