Publication | Date of Publication | Type |
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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 |
Stochastic ISTA/FISTA Adaptive Step Search Algorithms for Convex Composite Optimization | 0001-01-03 | Paper |