The following pages link to Katya Scheinberg (Q344961):
Displaying 41 items.
- Practical inexact proximal quasi-Newton method with global complexity analysis (Q344963) (← links)
- Fast alternating linearization methods for minimizing the sum of two convex functions (Q378095) (← links)
- Fast first-order methods for composite convex optimization with backtracking (Q404292) (← links)
- (Q715239) (redirect page) (← links)
- Computation of sparse low degree interpolating polynomials and their application to derivative-free optimization (Q715240) (← links)
- On parametric semidefinite programming (Q1294552) (← links)
- A modified barrier-augmented Lagrangian method for constrained minimization (Q1303780) (← links)
- Recent progress in unconstrained nonlinear optimization without derivatives (Q1365064) (← links)
- A product-form Cholesky factorization method for handling dense columns in interior point methods for linear programming (Q1424285) (← links)
- Global convergence rate analysis of unconstrained optimization methods based on probabilistic models (Q1646566) (← links)
- On the construction of quadratic models for derivative-free trust-region algorithms (Q1688943) (← links)
- Proximal quasi-Newton methods for regularized convex optimization with linear and accelerated sublinear convergence rates (Q1744900) (← links)
- Product-form Cholesky factorization in interior point methods for second-order cone programming (Q1777219) (← links)
- Extension of Karmarkar's algorithm onto convex quadratically constrained quadratic problems (Q1919097) (← links)
- Optimal decision trees for categorical data via integer programming (Q2046341) (← links)
- A theoretical and empirical comparison of gradient approximations in derivative-free optimization (Q2143221) (← links)
- Efficient block-coordinate descent algorithms for the group Lasso (Q2392933) (← links)
- Geometry of interpolation sets in derivative free optimization (Q2467163) (← links)
- Block Coordinate Descent Methods for Semidefinite Programming (Q2802537) (← links)
- Convergence of Trust-Region Methods Based on Probabilistic Models (Q2934477) (← links)
- Self-Correcting Geometry in Model-Based Algorithms for Derivative-Free Unconstrained Optimization (Q3083341) (← links)
- A Derivative-Free Algorithm for Least-Squares Minimization (Q3083343) (← links)
- 10.1162/15324430260185619 (Q3148140) (← links)
- (Q3174039) (← links)
- Geometry of sample sets in derivative-free optimization: polynomial regression and underdetermined interpolation (Q3543418) (← links)
- Numerically stable LDLT factorizations in interior point methods for convex quadratic programming (Q3543422) (← links)
- Introduction to Derivative-Free Optimization (Q3611732) (← links)
- Interior Point Trajectories in Semidefinite Programming (Q4229451) (← links)
- (Q4421356) (← links)
- (Q4517099) (← links)
- Global Convergence Rate Analysis of a Generic Line Search Algorithm with Noise (Q4997171) (← links)
- Least-squares approach to risk parity in portfolio selection (Q5001135) (← links)
- Finite Difference Gradient Approximation: To Randomize or Not? (Q5057983) (← links)
- Global Convergence of General Derivative-Free Trust-Region Algorithms to First- and Second-Order Critical Points (Q5189565) (← links)
- New Convergence Aspects of Stochastic Gradient Algorithms (Q5214284) (← links)
- A Stochastic Line Search Method with Expected Complexity Analysis (Q5215517) (← links)
- Inexact SARAH algorithm for stochastic optimization (Q5859016) (← links)
- Stochastic ISTA/FISTA Adaptive Step Search Algorithms for Convex Composite Optimization (Q6523205) (← links)
- High probability complexity bounds for adaptive step search based on stochastic oracles (Q6573017) (← links)
- First- and second-order high probability complexity bounds for trust-region methods with noisy oracles (Q6608030) (← links)
- Sample complexity analysis for adaptive optimization algorithms with stochastic oracles (Q6665393) (← links)
