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math.OC2022★ 2 cited
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…
math.OC2022★ 2 cited
Complexity of a Class of First-Order Objective-Function-Free Optimization Algorithms
S. Gratton, S. Jerad, Ph. L. Toint
A parametric class of trust-region algorithms for unconstrained nonconvex optimization is considered where the value of the objective function is never computed. The class contains…
math.OC2021
Hölder Gradient Descent and Adaptive Regularization Methods in Banach Spaces for First-Order Points
Serge Gratton, Sadok Jerad, Philippe L. Toint
This paper considers optimization of smooth nonconvex functionals in smooth infinite dimensional spaces. A Hölder gradient descent algorithm is first proposed for finding approxima…