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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,…