Related papers: MSS: MATLAB Software for L-BFGS Trust-Region Subpr…
A trust-region algorithm using inexact function and derivatives values is introduced for solving unconstrained smooth optimization problems. This algorithm uses high-order Taylor models and allows the search of strong approximate minimizers…
In this paper, we develop and analyze sub-sampled trust-region methods for solving finite-sum optimization problems. These methods employ subsampling strategies to approximate the gradient and Hessian of the objective function,…
Solving the trust-region subproblem (TRS) plays a key role in numerical optimization and many other applications. The generalized Lanczos trust-region (GLTR) method is a well-known Lanczos type approach for solving a large-scale TRS. The…
Quasi-Newton (QN) methods provide an efficient alternative to second-order methods for minimizing smooth unconstrained problems. While QN methods generally compose a Hessian estimate based on one secant interpolation per iteration,…
We present an algorithm for the minimization of a nonconvex quadratic function subject to linear inequality constraints and a two-sided bound on the 2-norm of its solution. The algorithm minimizes the objective using an active-set method by…
Developing efficient Bayesian computation algorithms for imaging inverse problems is challenging due to the dimensionality involved and because Bayesian imaging models are often not smooth. Current state-of-the-art methods often address…
Minimization of energy functionals is based on a discretization by the finite element method and optimization by the trust-region method. A key tool is a local evaluation of the approximated gradients together with sparsity of the resulting…
We propose mS2GD: a method incorporating a mini-batching scheme for improving the theoretical complexity and practical performance of semi-stochastic gradient descent (S2GD). We consider the problem of minimizing a strongly convex function…
Large language models (LLMs) can memorize and reproduce training sequences verbatim -- a tendency that undermines both generalization and privacy. Existing mitigation methods apply interventions uniformly, degrading performance on the…
In the present paper non-convex multi-objective parameter optimization problems are considered which are governed by elliptic parametrized partial differential equations (PDEs). To solve these problems numerically the Pascoletti-Serafini…
Reinforcement Learning (RL) algorithms allow artificial agents to improve their action selections so as to increase rewarding experiences in their environments. Deep Reinforcement Learning algorithms require solving a nonconvex and…
We propose an iterative algorithm for low-rank matrix completion that can be interpreted as an iteratively reweighted least squares (IRLS) algorithm, a saddle-escaping smoothing Newton method or a variable metric proximal gradient method…
We propose a stochastic trust-region method for unconstrained nonconvex optimization that incorporates stochastic variance-reduced gradients (SVRG) to accelerate convergence. Unlike classical trust-region methods, the proposed algorithm…
In this study, we propose a simple method for fault-tolerant Strassen-like matrix multiplications. The proposed method is based on using two distinct Strassen-like algorithms instead of replicating a given one. We have realized that using…
With the recent emergence of mixed precision hardware, there has been a renewed interest in its use for solving numerical linear algebra problems fast and accurately. The solution of total least squares problems, i.e., solving $\min_{E,r}…
We present a sequential hierarchical least-squares programming solver with trust-region and hierarchical step-filter with application to prioritized discrete non-linear optimal control. It is based on a hierarchical step-filter which…
Subsampling is a widely used and effective approach for addressing the computational challenges posed by massive datasets. Substantial progress has been made in developing non-uniform, probability-based subsampling schemes that prioritize…
Recent development on mixed precision techniques has largely enhanced the performance of various linear algebra solvers, one of which being the solver for the least squares problem $\min_{x}\lVert b-Ax\rVert_{2}$. By transforming least…
We propose a subgradient-based method for finding the maximum feasible subsystem in a collection of closed sets with respect to a given closed set $C$ (MFS$_C$). In this method, we reformulate the MFS$_C$ problem as an $\ell_0$ optimization…
Motivated by applications arising from large scale optimization and machine learning, we consider stochastic quasi-Newton (SQN) methods for solving unconstrained convex optimization problems. The convergence analysis of the SQN methods,…