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math.OC2025
A multilevel proximal trust-region method for nonsmooth optimization with applications
Robert Baraldi, Michael Hintermüller, Qi Wang
Many large-scale optimization problems arising in science and engineering are naturally defined at multiple levels of discretization or model fidelity. Multilevel methods exploit t…
math.OC2025
ProxSTORM -- A Stochastic Trust-Region Algorithm for Nonsmooth Optimization
Robert J. Baraldi, Aurya Javeed, Drew P. Kouri +1
We develop a stochastic trust-region algorithm for minimizing the sum of a Lipschitz-smooth but possibly nonconvex function and a convex but possibly nonsmooth function. Such a pro…