17 citations · 37 across the 14 of their papers we have counts for
3 papers · 1 filter
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.…