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 trustregionmethod with Random … where the increments of a supermartingale depend on the …
… convergencerate of the trustregionmethod in [2], which we will refer to as STORM (Stochastic trustregionmethod with Random … where the increments of a supermartingale depend on …
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-regionmethod and random models. Mathematical …
… 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 …
… We present an enhanced stochastictrust-region optimization with adaptive sampling (ASTRO-DF) … “Convergencerateanalysis of a stochastictrust-regionmethodviasupermartingales”. …
KJ Dzahini - Computational Optimization and Applications, 2022 - Springer
… on the convergencerateanalysis of stochastic variants of the … -search methodsanalyzed in [17], using a supermartingale-… convergencerateanalysis of a stochastictrust-regionmethod. …
N Krejić, N Krklec Jerinkić, Á Martínez… - Computational …, 2024 - Springer
… We provide convergenceanalysis 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 …
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 convergenceanalysis for all …
… minimization using SGD with line-search and studystochastic momentum techniques under … -search and trust-regionmethods to improve stochastic optimization for machine learning. …