Linesearch Newton-CG methods for convex optimization with noise

Autor: S. Bellavia, E. Fabrizi, B. Morini

Publikováno v: ANNALI DELL'UNIVERSITA' DI FERRARA. 68:483-504

This paper studies the numerical solution of strictly convex unconstrained optimization problems by linesearch Newton-CG methods. We focus on methods employing inexact evaluations of the objective function and inexact and possibly random gradient and

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f8a8bc602a09771e89c1e545208ab346
https://doi.org/10.1007/s11565-022-00435-4

Trust-region algorithms: probabilistic complexity and intrinsic noise with applications to subsampling techniques

Autor: S. Bellavia, G. Gurioli, B. Morini, Ph.L. Toint

Publikováno v: EURO journal on computational optimization
Bellavia, S, Gurioli, G, Morini, B & Toint, P L 2022, ' Trust-region algorithms : Probabilistic complexity and intrinsic noise with applications to subsampling techniques ', EURO Journal on Computational Optimization, vol. 10, 100043 . https://doi.org/10.1016/j.ejco.2022.100043

A trust-region algorithm is presented for finding approximate minimizers of smooth unconstrained functions whose values and derivatives are subject to random noise. It is shown that, under suitable probabilistic assumptions, the new method finds (in

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::051dd4503a42b50dbc9c50190ce61dfd

Spectral estimates for unreduced symmetric KKT systems arising from Interior Point methods

Autor: B. Morini, V. Simoncini, M. Tani

Publikováno v: Numerical linear algebra with applications 23 (2016): 776–800. doi:10.1002/nla.2054
info:cnr-pdr/source/autori:B. Morini, V. Simoncini, and M. Tani/titolo:Spectral estimates for unreduced symmetric KKT systems arising from Interior Point methods/doi:10.1002%2Fnla.2054/rivista:Numerical linear algebra with applications/anno:2016/pagina_da:776/pagina_a:800/intervallo_pagine:776–800/volume:23

We consider symmetrized Karush–Kuhn–Tucker systems arising in the solution of convex quadratic programming problems in standard form by Interior Point methods. Their coefficient matrices usually have 3 × 3 block structure, and under suitable con

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::0fcd4cde0962fd87ac09ecb69a1dc3c1
http://hdl.handle.net/11585/586008

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