Related papers: A Stochastic Trust Region Method for Non-convex Mi…
We consider variants of trust-region and cubic regularization methods for non-convex optimization, in which the Hessian matrix is approximated. Under mild conditions on the inexact Hessian, and using approximate solution of the…
In this paper, we propose a Minimax Trust Region (MINIMAX-TR) algorithm and a Minimax Trust Region Algorithm with Contractions and Expansions(MINIMAX-TRACE) algorithm for solving nonconvex-strongly concave minimax problems. Both algorithms…
We propose a novel algorithm, TR-SVR, for solving unconstrained stochastic optimization problems. This method builds on the trust-region framework, which effectively balances local and global exploration in optimization tasks. TR-SVR…
We present the Trust Region Adversarial Functional Subdifferential (TRAFS) algorithm for constrained optimization of nonsmooth convex Lipschitz functions. Unlike previous methods that assume a subgradient oracle model, we work with the…
For solving large-scale non-convex problems, we propose inexact variants of trust region and adaptive cubic regularization methods, which, to increase efficiency, incorporate various approximations. In particular, in addition to approximate…
We develop a trust-region method for minimizing the sum of a smooth term $f$ and a nonsmooth term $h$), both of which can be nonconvex. Each iteration of our method minimizes a possibly nonconvex model of $f + h$ in a trust region. The…
In this work, we introduce a novel stochastic second-order method, within the framework of a non-monotone trust-region approach, for solving the unconstrained, nonlinear, and non-convex optimization problems arising in the training of deep…
Adaptive trust-region methods attempt to maintain strong convergence guarantees without depending on conservative estimates of problem properties such as Lipschitz constants. However, on close inspection, one can show existing adaptive…
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…
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…
Nowadays stochastic approximation methods are one of the major research direction to deal with the large-scale machine learning problems. From stochastic first order methods, now the focus is shifting to stochastic second order methods due…
The first-order optimality condition of convexly constrained nonconvex nonconcave min-max optimization problems with box constraints formulates a nonmonotone variational inequality (VI), which is equivalent to a system of nonsmooth…
The trust region subproblem (TRS) is to minimize a possibly nonconvex quadratic function over a Euclidean ball. There are typically two cases for (TRS), the so-called ``easy case'' and ``hard case''. Even in the ``easy case'', the sequence…
In many important machine learning applications, the standard assumption of having a globally Lipschitz continuous gradient may fail to hold. This paper delves into a more general $(L_0, L_1)$-smoothness setting, which gains particular…
In this paper, we study second-order algorithms for solving nonconvex-strongly concave minimax problems, which have attracted much attention in recent years in many fields, especially in machine learning.We propose a gradient norm…
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…
We propose a stochastic variance-reduced cubic regularized Newton method for non-convex optimization. At the core of our algorithm is a novel semi-stochastic gradient along with a semi-stochastic Hessian, which are specifically designed for…
We propose a derivative-free trust-region method based on finite-difference gradient approximations for smooth optimization problems with convex constraints. The proposed method does not require computing an approximate stationarity…
In this paper, we present convergence guarantees for a modified trust-region method designed for minimizing objective functions whose value and gradient and Hessian estimates are computed with noise. These estimates are produced by generic…
An algorithm for solving nonconvex smooth optimization problems is proposed, analyzed, and tested. The algorithm is an extension of the Trust Region Algorithm with Contractions and Expansions (TRACE) [Math. Prog. 162(1):132, 2017]. In…