19 citations · 46 across the 3 of their papers we have counts for
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math.OC2016★ 15 cited
Convergence Rate Analysis of a Stochastic Trust Region Method via Submartingales
Jose Blanchet, Coralia Cartis, Matt Menickelly +1
We propose a novel framework for analyzing convergence rates of stochastic optimization algorithms with adaptive step sizes. This framework is based on analyzing properties of an u…
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…