4 papers · 1 filter
Recursive Bound-Constrained AdaGrad with Applications to Multilevel and Domain Decomposition Minimization
Serge Gratton, Alena KopaniÄáková, 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…
An optimally fast objective-function-free minimization algorithm using random subspaces
S. Bellavia, S. Gratton, B. Morini +1
An algorithm for unconstrained non-convex optimization is described, which does not evaluate the objective function and in which minimization is carried out, at each iteration, wit…
Complexity and performance for two classes of noise-tolerant first-order algorithms
S. Gratton, S. Jerad, Ph. L. Toint
Two classes of algorithms for optimization in the presence of noise are presented, that do not require the evaluation of the objective function. The first generalizes the well-know…
A Stochastic Objective-Function-Free Adaptive Regularization Method with Optimal Complexity
Serge Gratton, Sadok Jerad, Philippe L. Toint
A fully stochastic second-order adaptive-regularization method for unconstrained nonconvex optimization is presented which never computes the objective-function value, but yet achi…