99 citations · 600 across the 38 of their papers we have counts for
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math.OC2015★ 2 cited
Global convergence rate analysis of unconstrained optimization methods based on probabilistic models
Coralia Cartis, Katya Scheinberg
We present global convergence rates for a line-search method which is based on random first-order models and directions whose quality is ensured only with certain probability. We s…
math.OC2015★ 12 cited
Stochastic Optimization Using a Trust-Region Method and Random Models
Ruobing Chen, Matt Menickelly, Katya Scheinberg
In this paper, we propose and analyze a trust-region model-based algorithm for solving unconstrained stochastic optimization problems. Our framework utilizes random models of an ob…