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math.OC2026
Adaptive Sampling Trust Region Optimization for Derivative-free Stochastic Functions and Deterministic Equality Constraints
Nicole Felice, Sara Shashaani, Lindon Roberts
We study optimization problems with noisy zeroth-order objective observations and deterministic nonlinear equality constraints with available derivatives. We propose a constrained…
math.OC2025
An adaptively inexact first-order method for bilevel optimization with application to hyperparameter learning
Mohammad Sadegh Salehi, Subhadip Mukherjee, Lindon Roberts +1
Various tasks in data science are modeled utilizing the variational regularization approach, where manually selecting regularization parameters presents a challenge. The difficulty…
math.OC2024
Black-box Optimization Algorithms for Regularized Least-squares Problems
Yanjun Liu, Kevin H. Lam, Lindon Roberts
We consider the problem of optimizing the sum of a smooth, nonconvex function for which derivatives are unavailable, and a convex, nonsmooth function with easy-to-evaluate proximal…