55 citations · 74 across the 6 of their papers we have counts for
Showing 2015 · math.OCShow all
2 papers · 2 filters
math.OC2015★ 4 cited
Randomized Derivative-Free Optimization of Noisy Convex Functions
Ruobing Chen, Stefan Wild
We propose STARS, a randomized derivative-free algorithm for unconstrained optimization when the function evaluations are contaminated with random noise. STARS takes dynamic, noise…
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…