99 citations · 600 across the 38 of their papers we have counts for
5 papers · 1 filter
Practical Inexact Proximal Quasi-Newton Method with Global Complexity Analysis
Katya Scheinberg, Xiaocheng Tang
Recently several methods were proposed for sparse optimization which make careful use of second-order information [10, 28, 16, 3] to improve local convergence rates. These methods…
Computation of sparse low degree interpolating polynomials and their application to derivative-free optimization
Afonso S. Bandeira, Katya Scheinberg, Luis Nunes Vicente
Interpolation-based trust-region methods are an important class of algorithms for Derivative-Free Optimization which rely on locally approximating an objective function by quadrati…
On partial sparse recovery
Afonso S. Bandeira, Katya Scheinberg, Luis Nunes Vicente
We consider the problem of recovering a partially sparse solution of an underdetermined system of linear equations by minimizing the -norm of the part of the solution vecto…
Convergence of trust-region methods based on probabilistic models
Afonso S. Bandeira, Katya Scheinberg, Luis Nunes Vicente
In this paper we consider the use of probabilistic or random models within a classical trust-region framework for optimization of deterministic smooth general nonlinear functions.…
Efficiently Using Second Order Information in Large l1 Regularization Problems
Xiaocheng Tang, Katya Scheinberg
We propose a novel general algorithm LHAC that efficiently uses second-order information to train a class of large-scale l1-regularized problems. Our method executes cheap iteratio…