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math.OC2024
Deterministic and Stochastic Frank-Wolfe Recursion on Probability Spaces
Di Yu, Shane G. Henderson, Raghu Pasupathy
Motivated by applications in emergency response and experimental design, we consider smooth stochastic optimization problems over probability measures supported on compact subsets…
math.OC2024★ 1 cited
Complexity of Zeroth- and First-order Stochastic Trust-Region Algorithms
Yunsoo Ha, Sara Shashaani, Raghu Pasupathy
Model update (MU) and candidate evaluation (CE) are classical steps incorporated inside many stochastic trust-region (TR) algorithms. The sampling effort exerted within these steps…