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math.OC2026
Multi-Iteration Stochastic Optimizers
Andre Carlon, Luis Espath, Rafael Lopez +1
We introduce Multi-Iteration Stochastic Optimizers, a novel class of first-order stochastic methods that control the relative error using successive control variates along th…
math.OC2025
Efficient Stochastic BFGS methods Inspired by Bayesian Principles
André Carlon, Luis Espath, Raúl Tempone
Quasi-Newton methods are ubiquitous in deterministic local search due to their efficiency and low computational cost. This class of methods uses the history of gradient evaluations…