Convergence rate analysis of a stochastic trust-region method via supermartingales

J Blanchet, C Cartis, M Menickelly… - INFORMS journal on …, 2019 - pubsonline.informs.org
… the primary method analyzed in this paper as stochastic trust-region optimization with random
models (… STORM is a stochastic variance-reducing trust-region method, essentially a minor …

Convergence Rate Analysis of a Stochastic Trust Region Method via Submartingales

J Blanchet, C Cartis, M Menickelly… - arXiv preprint arXiv …, 2016 - arxiv.org
method, which we analyze in this paper and which we will refer to as STORM (Stochastic
trust region method with Random … where the increments of a supermartingale depend on the …

[PDF][PDF] Convergence rate analysis of a stochastic trust region method for nonconvex optimization

J Blanchet, C Cartis, M Menickelly… - arXiv preprint arXiv …, 2016 - stanford.edu
convergence rate of the trust region method in [2], which we will refer to as STORM (Stochastic
trust region method with Random … where the increments of a supermartingale depend on …

An adaptive sample size trust-region method for finite-sum minimization

R Mohr, O Stein - arXiv preprint arXiv:1910.03294, 2019 - arxiv.org
… In Section 4, we present some theoretical results concerning the convergence of the method.
Stochastic optimization using a trust-region method and random models. Mathematical …

Deep neural networks training by stochastic quasi-newton trust-region methods

M Yousefi, Á Martínez - Algorithms, 2023 - mdpi.com
using only gradient information. In this work, we study the performance of stochastic quasi-…
This study fills a gap concerning the real performance of both updates in the minibatch …

Improved complexity of trust-region optimization for zeroth-order stochastic oracles with adaptive sampling

Y Ha, S Shashaani, Q Tran-Dinh - 2021 Winter Simulation …, 2021 - ieeexplore.ieee.org
… We present an enhanced stochastic trust-region optimization with adaptive sampling (ASTRO-DF) …
Convergence rate analysis of a stochastic trust-region method via supermartingales”. …

Expected complexity analysis of stochastic direct-search

KJ Dzahini - Computational Optimization and Applications, 2022 - Springer
… on the convergence rate analysis of stochastic variants of the … -search methods analyzed in
[17], using a supermartingale-… convergence rate analysis of a stochastic trust-region method. …

A non-monotone trust-region method with noisy oracles and additional sampling

N Krejić, N Krklec Jerinkić, Á Martínez… - Computational …, 2024 - Springer
… We provide convergence analysis for all … trust-region (TR) algorithm [2] adapted to the
stochastic framework where the step and the candidate point for the next iterate are obtained using

A non-monotone extra-gradient trust-region method with noisy oracles

N Krejic, NK Jerinkic, A Martinez, M Yousefi - arXiv preprint arXiv …, 2023 - arxiv.org
trust-region (TR) algorithm [2] adapted to the stochastic framework where the step and the
candidate point for the next iterate are obtained using … We provide convergence analysis for all …

Painless stochastic gradient: Interpolation, line-search, and convergence rates

S Vaswani, A Mishkin, I Laradji… - Advances in neural …, 2019 - proceedings.neurips.cc
… minimization using SGD with line-search and study stochastic momentum techniques under
… -search and trust-region methods to improve stochastic optimization for machine learning. …