285 citations · 499 across the 55 of their papers we have counts for
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math.OC2016★ 15 cited
Convergence Rate Analysis of a Stochastic Trust Region Method via Submartingales
Jose Blanchet, Coralia Cartis, Matt Menickelly +1
We propose a novel framework for analyzing convergence rates of stochastic optimization algorithms with adaptive step sizes. This framework is based on analyzing properties of an u…
math.OC2016★ 285 cited
Global rates of convergence for nonconvex optimization on manifolds
Nicolas Boumal, P. -A. Absil, Coralia Cartis
We consider the minimization of a cost function on a manifold using Riemannian gradient descent and Riemannian trust regions (RTR). We focus on satisfying necessary optimal…