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20222026
most citedComplexity of a Class of First-Order Objective-Function-Free Optimization Algorithms

2 citations · 3 across the 12 of their papers we have counts for

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11 papers · 1 filter

math.OC2026

An objective-function-free algorithm for nonconvex stochastic optimization with deterministic equality and inequality constraints

S. Gratton, Ph. L. Toint

An algorithm is proposed for solving optimization problems with stochastic objective and deterministic equality and inequality constraints. This algorithm is objective-function-fre…

math.OC2026

An objective-function-free algorithm for general smooth constrained optimization

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

A new algorithm for smooth constrained optimization is proposed that never computes the value of the problem's objective function and that handles both equality and inequality cons…

math.OC2026

Iteration complexity of the Difference-of-Convex Algorithm for unconstrained optimization: a simple proof

Serge Gratton, Philippe L. Toint

We propose a simple proof of the worst-case iteration complexity for the Difference of Convex functions Algorithm (DCA) for unconstrained minimization, showing that the global rate…

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

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.OC2024

Refining asymptotic complexity bounds for nonconvex optimization methods, including why steepest descent is rather than

Serge Gratton, Chee-Khian Sim, Philippe L. Toint

We revisit the standard ``telescoping sum'' argument ubiquitous in the final steps of analyzing evaluation complexity of algorithms for smooth nonconvex optimization, and obtain a…

math.OC2024★ 1 cited

A Stochastic Objective-Function-Free Adaptive Regularization Method with Optimal Complexity

Serge Gratton, Sadok Jerad, Philippe L. Toint

A fully stochastic second-order adaptive-regularization method for unconstrained nonconvex optimization is presented which never computes the objective-function value, but yet achi…

math.OC2024

Complexity of Adagrad and other first-order methods for nonconvex optimization problems with bounds constraints

Serge Gratton, Sadok Jerad, Philippe L. Toint

A parametric class of trust-region algorithms for constrained nonconvex optimization is analyzed, where the objective function is never computed. By defining appropriate first-orde…

math.OC2023

An optimally fast objective-function-free minimization algorithm using random subspaces

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

An algorithm for unconstrained non-convex optimization is described, which does not evaluate the objective function and in which minimization is carried out, at each iteration, wit…

math.OC2022★ 2 cited

Complexity of a Class of First-Order Objective-Function-Free Optimization Algorithms

S. Gratton, S. Jerad, Ph. L. Toint

A parametric class of trust-region algorithms for unconstrained nonconvex optimization is considered where the value of the objective function is never computed. The class contains…