8 papers
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…
A Projected Stochastic Gradient Method for Finite-Sum Problems with Linear Equality Constraints
Natasa Krklec Jerinkic, Benedetta Morini, Mahsa Yousefi
A stochastic gradient method for finite-sum minimization subject to deterministic linear constraints is proposed and analyzed. The procedure presented adapts the projected gradient…
Inexact Restoration via random models for unconstrained noisy optimization
Benedetta Morini, Simone Rebegoldi
We study the Inexact Restoration framework with random models for minimizing functions whose evaluation is subject to errors. We propose a constrained formulation that includes wel…
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…
Fully stochastic trust-region methods with Barzilai-Borwein steplengths
Stefania Bellavia, Benedetta Morini, Mahsa Yousefi
We investigate stochastic gradient methods and stochastic counterparts of the Barzilai-Borwein steplengths and their application to finite-sum minimization problems. Our proposal i…
A variable dimension sketching strategy for nonlinear least-squares
Stefania Bellavia, Greta Malaspina, Benedetta Morini
We present a stochastic inexact Gauss-Newton method for the solution of nonlinear least-squares. To reduce the computational cost with respect to the classical method, at each iter…