Related papers: A Trust Region Method for the Optimization of Nois…

Using tail bounds, we introduce a new probabilistic condition for function estimation in stochastic derivative-free optimization which leads to a reduction in the number of samples and eases algorithmic analyses. Moreover, we develop simple…

This paper describes an extension of the BFGS and L-BFGS methods for the minimization of a nonlinear function subject to errors. This work is motivated by applications that contain computational noise, employ low-precision arithmetic, or…

Stochastic gradient-based optimization is crucial to optimize neural networks. While popular approaches heuristically adapt the step size and direction by rescaling gradients, a more principled approach to improve optimizers requires…

We consider an unconstrained continuous optimization problem where, in each iteration, gradient estimates may be arbitrarily corrupted with a probability greater than 1/2. Additionally, function value estimates may exhibit heavy-tailed…

In the current quantum computing paradigm, significant focus is placed on the reduction or mitigation of quantum decoherence. When designing new quantum processing units, the general objective is to reduce the amount of noise qubits are…

A stochastic-gradient-based interior-point algorithm for minimizing a continuously differentiable objective function (that may be nonconvex) subject to bound constraints is presented, analyzed, and demonstrated through experimental results.…

In this work, we present a globalized stochastic semismooth Newton method for solving stochastic optimization problems involving smooth nonconvex and nonsmooth convex terms in the objective function. We assume that only noisy gradient and…

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…

The hope of the quantum computing field is that quantum architectures are able to scale up and realize fault-tolerant quantum computing. Due to engineering challenges, such ''cheap'' error correction may be decades away. In the meantime, we…

In this article we introduce an algorithm for mitigating the adverse effects of noise on gradient descent in variational quantum algorithms. This is accomplished by computing a {\emph{regularized}} local classical approximation to the…

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,…

This work proposes an accelerated first-order algorithm we call the Robust Momentum Method for optimizing smooth strongly convex functions. The algorithm has a single scalar parameter that can be tuned to trade off robustness to gradient…

We consider the fundamental problem of maximizing a general quadratic function over an ellipsoidal domain, also known as the trust region problem. We give the first provable linear-time (in the number of non-zero entries of the input)…

This paper proposes a stochastic gradient descent method with an adaptive Gaussian noise term for the global minimization of nearly convex functions, which are nonconvex and possess multiple strict local minimizers. The noise term,…

This paper considers the task of performing binary search under noisy decisions, focusing on the application of target area localization. In the presence of noise, the classical partitioning approach of binary search is prone to error…

We propose a trust-region method for finite-sum minimization with an adaptive sample size adjustment technique, which is practical in the sense that it leads to a globally convergent method that shows strong performance empirically without…

Acquisition of training data for the standard semantic segmentation is expensive if requiring that each pixel is labeled. Yet, current methods significantly deteriorate in weakly supervised settings, e.g. where a fraction of pixels is…

We investigate stochastic gradient methods and stochastic counterparts of the Barzilai-Borwein steplengths and their application to finite-sum minimization problems. Our proposal is based on the Trust-Region-ish (TRish) framework introduced…

We propose a novel linesearch variant of the trust region normal map-based semismooth Newton method developed in [Ouyang and Milzarek, Math. Program. 212(1-2), 389--435 (2025)] for solving a class of nonsmooth, nonconvex composite-type…

We consider unconstrained multi-criteria optimization problems with finite sum objective functions. The proposed algorithm belongs to a non-monotone trust region framework where additional sampling approach is used to govern the sample size…