4 papers · 1 filter
Function-free Optimization via Comparison Oracles
Katya Scheinberg, Zikai Xiong
In this work, we study optimization specified only through a comparison oracle: given two points, it reports which one is preferred. We call it function-free optimization because w…
Stochastic Adaptive Optimization with Unreliable Inputs: A Unified Framework for High-Probability Complexity Analysis
Katya Scheinberg, Miaolan Xie
We consider an unconstrained continuous optimization problem where, in each iteration, gradient estimates may be arbitrarily corrupted with a probability greater than 1/2. Addition…
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…
High Probability Complexity Bounds of Trust-Region Stochastic Sequential Quadratic Programming with Heavy-Tailed Noise
Yuchen Fang, Javad Lavaei, Sen Na
In this paper, we consider nonlinear optimization problems with a stochastic objective and deterministic equality constraints. We propose a Trust-Region Stochastic Sequential Quadr…