Convergence properties of an Objective-Function-Free Optimization regularization algorithm, including an 0(epsilon^{-3/2}) complexity bound

Serge Gratton, Sadok Jerad, Philippe TOINT

Namur Institute for Complex Systems

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2 Article
1 Livre
1 Préprint

7 résultats

2024
A Stochastic Objective-Function-Free Adaptive Regularization Method with Optimal Complexity
Gratton, S., Jerad, S. & Toint, P., 10 juil. 2024, (Soumis) Arxiv, 32 p.
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Examples of slow convergence for adaptive regularization optimization methods are not isolated
Toint, P., 25 sept. 2024, Arxiv.
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2023
An optimally fast objective-function-free minimization algorithm using random subspaces
Bellavia, S., Gratton, S., Morini, B. & TOINT, P., 25 oct. 2023, Arxiv, 23 p.
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Multilevel Objective-Function-Free Optimization with an Application to Neural Networks Training
Gratton, S., Kopanicakova, A. & TOINT, P., 15 févr. 2023, Dans: SIAM Journal on Optimization. 33, 4, p. 2772-2800 29 p.
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OFFO minimization algorithms for second-order optimality and their complexity
Gratton, S. & TOINT, P., 15 févr. 2023, Dans: Computational Optimization and Applications. 84, 2, p. 573-607 35 p.
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2022

Evaluation complexity of algorithms for nonconvex optimization
Cartis, C., Gould, N. I. M. & TOINT, P., juil. 2022, SIAM. 600 p. (SIAM-MOS Series on Optimization)
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First-Order Objective-Function-Free Optimization Algorithms and Their Complexity
Gratton, S., Jerad, S. & TOINT, P., 7 mars 2022, Arxiv.
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Convergence properties of an Objective-Function-Free Optimization regularization algorithm, including an 0(epsilon^{-3/2}) complexity bound

Résultat de recherche

Résultats de recherche

A Stochastic Objective-Function-Free Adaptive Regularization Method with Optimal Complexity

Examples of slow convergence for adaptive regularization optimization methods are not isolated

An optimally fast objective-function-free minimization algorithm using random subspaces

Multilevel Objective-Function-Free Optimization with an Application to Neural Networks Training

OFFO minimization algorithms for second-order optimality and their complexity

Evaluation complexity of algorithms for nonconvex optimization

First-Order Objective-Function-Free Optimization Algorithms and Their Complexity