3 citations · 5 across the 4 of their papers we have counts for
4 papers · 1 filter
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…
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…
Analysis of the BFGS Method with Errors
Yuchen Xie, Richard Byrd, Jorge Nocedal
The classical convergence analysis of quasi-Newton methods assumes that the function and gradients employed at each iteration are exact. In this paper, we consider the case when th…
On the convergence of BFGS on a class of piecewise linear non-smooth functions
Yuchen Xie, Andreas Waechter
The quasi-Newton Broyden-Fletcher-Goldfarb-Shanno (BFGS) method has proven to be very reliable and efficient for the minimization of smooth objective functions since its inception…