571 citations · 729 across the 15 of their papers we have counts for
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math.OC2020
Constrained and Composite Optimization via Adaptive Sampling Methods
Yuchen Xie, Raghu Bollapragada, Richard Byrd +1
The motivation for this paper stems from the desire to develop an adaptive sampling method for solving constrained optimization problems in which the objective function is stochast…
math.OC2020
A Noise-Tolerant Quasi-Newton Algorithm for Unconstrained Optimization
Hao-Jun Michael Shi, Yuchen Xie, Richard Byrd +1
This paper describes an extension of the BFGS and L-BFGS methods for the minimization of a nonlinear function subject to errors. This work is motivated by applications that contain…