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math.OC2025
Bilevel Learning via Inexact Stochastic Gradient Descent
Mohammad Sadegh Salehi, Subhadip Mukherjee, Lindon Roberts +1
Bilevel optimization is a central tool in machine learning for high-dimensional hyperparameter tuning. Its applications are vast; for instance, in imaging it can be used for learni…
math.OC2025
Introduction to Model-Based Derivative-Free Optimization
Lindon Roberts
The field of derivative-free optimization (DFO) studies algorithms for nonlinear optimization that do not rely on the availability of gradient or Hessian information. It is primari…
math.OC2025
Projected proximal gradient trust-region algorithm for nonsmooth optimization
Minh N. Dao, Hung M. Phan, Lindon Roberts
We consider trust-region methods for solving optimization problems where the objective is the sum of a smooth, nonconvex function and a nonsmooth, convex regularizer. We extend the…