Katya Scheinberg

Available identifiers

zbMath Open scheinberg.katyaWikidataQ59777359 ScholiaQ59777359MaRDI QIDQ344961

List of research outcomes

Publication	Date of Publication	Type
Stochastic Adaptive Regularization Method with Cubics: A High Probability Complexity Bound	2023-08-24	Paper
Sample Complexity Analysis for Adaptive Optimization Algorithms with Stochastic Oracles	2023-03-12	Paper
Finite Difference Gradient Approximation: To Randomize or Not?	2022-12-01	Paper
A theoretical and empirical comparison of gradient approximations in derivative-free optimization	2022-05-31	Paper
First- and Second-Order High Probability Complexity Bounds for Trust-Region Methods with Noisy Oracles	2022-05-07	Paper
Optimal decision trees for categorical data via integer programming	2021-08-17	Paper
Least-squares approach to risk parity in portfolio selection	2021-07-16	Paper
Global Convergence Rate Analysis of a Generic Line Search Algorithm with Noise	2021-06-28	Paper
High Probability Complexity Bounds for Adaptive Step Search Based on Stochastic Oracles	2021-06-11	Paper
Inexact SARAH algorithm for stochastic optimization	2021-04-15	Paper
A Stochastic Line Search Method with Expected Complexity Analysis	2020-02-12	Paper
New Convergence Aspects of Stochastic Gradient Algorithms	2020-02-07	Paper
Global convergence rate analysis of unconstrained optimization methods based on probabilistic models	2018-06-25	Paper
Proximal quasi-Newton methods for regularized convex optimization with linear and accelerated sublinear convergence rates	2018-04-20	Paper
On the construction of quadratic models for derivative-free trust-region algorithms	2018-01-12	Paper
Practical inexact proximal quasi-Newton method with global complexity analysis	2016-11-25	Paper
Convergence Rate Analysis of a Stochastic Trust Region Method via Submartingales	2016-09-23	Paper
Block Coordinate Descent Methods for Semidefinite Programming	2016-04-26	Paper
Convergence of Trust-Region Methods Based on Probabilistic Models	2014-12-12	Paper
Fast first-order methods for composite convex optimization with backtracking	2014-09-04	Paper
Fast alternating linearization methods for minimizing the sum of two convex functions	2013-11-11	Paper
Efficient block-coordinate descent algorithms for the group Lasso	2013-08-05	Paper
Computation of sparse low degree interpolating polynomials and their application to derivative-free optimization	2012-11-02	Paper
https://portal.mardi4nfdi.de/entity/Q3174039	2011-10-12	Paper
Self-Correcting Geometry in Model-Based Algorithms for Derivative-Free Unconstrained Optimization	2011-03-21	Paper
A Derivative-Free Algorithm for Least-Squares Minimization	2011-03-21	Paper
Global Convergence of General Derivative-Free Trust-Region Algorithms to First- and Second-Order Critical Points	2010-03-17	Paper
Introduction to Derivative-Free Optimization	2009-03-02	Paper
Geometry of sample sets in derivative-free optimization: polynomial regression and underdetermined interpolation	2008-12-02	Paper
Numerically stable LDLT factorizations in interior point methods for convex quadratic programming	2008-12-02	Paper
Geometry of interpolation sets in derivative free optimization	2008-01-21	Paper
Product-form Cholesky factorization in interior point methods for second-order cone programming	2005-05-12	Paper
A product-form Cholesky factorization method for handling dense columns in interior point methods for linear programming	2004-03-11	Paper
https://portal.mardi4nfdi.de/entity/Q4421356	2004-01-25	Paper
10.1162/15324430260185619	2002-01-01	Paper
On parametric semidefinite programming	2001-03-18	Paper
A modified barrier-augmented Lagrangian method for constrained minimization	2000-12-17	Paper
https://portal.mardi4nfdi.de/entity/Q4517099	2000-11-22	Paper
Interior Point Trajectories in Semidefinite Programming	1999-02-22	Paper
Recent progress in unconstrained nonlinear optimization without derivatives	1998-05-25	Paper
Extension of Karmarkar's algorithm onto convex quadratically constrained quadratic problems	1996-08-01	Paper

Research outcomes over time

Doctoral students

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