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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 2025Show all

5 papers · 1 filter

math.OC2025

ADSWITCH: A Simple First-Order Algorithm for Full-Rank Equality Constrained Optimization

Serge Gratton, Philippe L. Toint

A very simple first-order algorithm is proposed for solving nonlinear optimization problems with deterministic nonlinear equality constraints. This algorithm adaptively selects ste…

math.OC2025

Recursive Bound-Constrained AdaGrad with Applications to Multilevel and Domain Decomposition Minimization

Serge Gratton, Alena Kopaničáková, Philippe Toint

Two OFFO (Objective-Function Free Optimization) noise tolerant algorithms are presented that handle bound constraints, inexact gradients and use second-order information when avail…

math.OC2025

Fast Stochastic Second-Order Adagrad for Nonconvex Bound-Constrained Optimization

S. Bellavia, S. Gratton, B. Morini +1

ADAGB2, a generalization of the Adagrad algorithm for stochastic optimization is introduced, which is also applicable to bound-constrained problems and capable of using second-orde…

math.OC2025

A Fast Newton Method Under Local Lipschitz Smoothness

Serge Gratton, Sadok Jerad, Philippe L. Toint

A new, fast second-order method is proposed that achieves the optimal complexity to obtain first-order -stationary points. Crucially,…

math.OC2025

prunAdag: an adaptive pruning-aware gradient method

Margherita Porcelli, Giovanni Seraghiti, Philippe L. Toint

A pruning-aware adaptive gradient method is proposed which classifies the variables in two sets before updating them using different strategies. This technique extends the ``releva…