activity
20172026
most citedEscaping local minima with derivative-free methods: a numerical investigation

77 citations · 111 across the 14 of their papers we have counts for

collaborators

17 papers

math.OC2026

Adaptive Sampling Trust Region Optimization for Derivative-free Stochastic Functions and Deterministic Equality Constraints

Nicole Felice, Sara Shashaani, Lindon Roberts

We study optimization problems with noisy zeroth-order objective observations and deterministic nonlinear equality constraints with available derivatives. We propose a constrained…

math.OC2024★ 1 cited

Black-box Optimization Algorithms for Regularized Least-squares Problems

Yanjun Liu, Kevin H. Lam, Lindon Roberts

We consider the problem of optimizing the sum of a smooth, nonconvex function for which derivatives are unavailable, and a convex, nonsmooth function with easy-to-evaluate proximal…

math.OC2024

Model Construction for Convex-Constrained Derivative-Free Optimization

Lindon Roberts

We develop a new approximation theory for linear and quadratic interpolation models, suitable for use in convex-constrained derivative-free optimization (DFO). Most existing model-…

math.OC2023

Expected decrease for derivative-free algorithms using random subspaces

Warren Hare, Lindon Roberts, Clément W. Royer

Derivative-free algorithms seek the minimum of a given function based only on function values queried at appropriate points. Although these methods are widely used in practice, the…

math.OC2023★ 6 cited

An adaptively inexact first-order method for bilevel optimization with application to hyperparameter learning

Mohammad Sadegh Salehi, Subhadip Mukherjee, Lindon Roberts +1

Various tasks in data science are modeled utilizing the variational regularization approach, where manually selecting regularization parameters presents a challenge. The difficulty…

math.OC2023

Analyzing Inexact Hypergradients for Bilevel Learning

Matthias J. Ehrhardt, Lindon Roberts

Estimating hyperparameters has been a long-standing problem in machine learning. We consider the case where the task at hand is modeled as the solution to an optimization problem.…