Zobrazeno 1 - 10
of 51
pro vyhledávání: '"Rebegoldi, Simone"'
This work elaborates on the TRust-region-ish (TRish) algorithm, a stochastic optimization method for finite-sum minimization problems proposed by Curtis et al. in [Curtis2019, Curtis2022]. A theoretical analysis that complements the results in the li
Externí odkaz:
http://arxiv.org/abs/2404.13382
Autor:
Morini, Benedetta, Rebegoldi, Simone
We study the Inexact Restoration framework with random models for minimizing functions whose evaluation is subject to errors. We propose a constrained formulation that includes well-known stochastic problems and an algorithm applicable when the evalu
Externí odkaz:
http://arxiv.org/abs/2402.12069
Autor:
Loris, Ignace, Rebegoldi, Simone
We present a numerical iterative optimization algorithm for the minimization of a cost function consisting of a linear combination of three convex terms, one of which is differentiable, a second one is prox-simple and the third one is the composition
Externí odkaz:
http://arxiv.org/abs/2311.09123
In this paper we introduce a novel abstract descent scheme suited for the minimization of proper and lower semicontinuous functions. The proposed abstract scheme generalizes a set of properties that are crucial for the convergence of several first-or
Externí odkaz:
http://arxiv.org/abs/2302.07545
Autor:
Fest, Jean-Baptiste, Heikkilä, Tommi, Loris, Ignace, Martin, Ségolène, Ratti, Luca, Rebegoldi, Simone, Sarnighausen, Gesa
We consider a variation of the classical proximal-gradient algorithm for the iterative minimization of a cost function consisting of a sum of two terms, one smooth and the other prox-simple, and whose relative weight is determined by a penalty parame
Externí odkaz:
http://arxiv.org/abs/2212.12256
Autor:
Loris, Ignace, Rebegoldi, Simone
Publikováno v:
In Journal of Computational and Applied Mathematics 15 March 2025 457
We propose a stochastic first-order trust-region method with inexact function and gradient evaluations for solving finite-sum minimization problems. Using a suitable reformulation of the given problem, our method combines the inexact restoration appr
Externí odkaz:
http://arxiv.org/abs/2107.03129
Autor:
Calatroni, Luca, Rebegoldi, Simone
In this note, we consider a special instance of the scaled, inexact and adaptive generalised Fast Iterative Soft-Thresholding Algorithm (SAGE-FISTA) recently proposed in (Rebegoldi, Calatroni, '21) for the efficient solution of strongly convex compos
Externí odkaz:
http://arxiv.org/abs/2104.00354
Autor:
Rebegoldi, Simone, Calatroni, Luca
We consider a variable metric and inexact version of the FISTA-type algorithm considered in (Chambolle, Pock, 2016, Calatroni, Chambolle, 2019) for the minimization of the sum of two (possibly strongly) convex functions. The proposed algorithm is com
Externí odkaz:
http://arxiv.org/abs/2101.03915
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