A Stochastic Quasi-Newton Method in the Absence of Common Random Numbers
Fuente:
arXiv
Saved in:
| Main Authors: | Menickelly, Matt, Wild, Stefan M., Xie, Miaolan |
|---|---|
| Format: | Preprint |
| Published: |
2023
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
On Tackling High-Dimensional Nonconvex Stochastic Optimization via Stochastic First-Order Methods with Non-smooth Proximal Terms and Variance Reduction
by: Xie, Yue, et al.
Published: (2025)
by: Xie, Yue, et al.
Published: (2025)
Riemannian Gradient Method with Momentum
by: Leggio, Filippo, et al.
Published: (2026)
by: Leggio, Filippo, et al.
Published: (2026)
First- and Second-Order Stochastic Adaptive Regularization with Cubics: High Probability Iteration and Sample Complexity
by: Scheinberg, Katya, et al.
Published: (2023)
by: Scheinberg, Katya, et al.
Published: (2023)
Stochastic First-Order Methods with Non-smooth and Non-Euclidean Proximal Terms for Nonconvex High-Dimensional Stochastic Optimization
by: Xie, Yue, et al.
Published: (2024)
by: Xie, Yue, et al.
Published: (2024)
Quasi-Newton methods for minimizing a quadratic function subject to uncertainty
by: Peng, Shen, et al.
Published: (2021)
by: Peng, Shen, et al.
Published: (2021)
Parameter-Free Accelerated Quasi-Newton Method for Nonconvex Optimization
by: Marumo, Naoki
Published: (2025)
by: Marumo, Naoki
Published: (2025)
A Single-Loop Stochastic Proximal Quasi-Newton Method for Large-Scale Nonsmooth Convex Optimization
by: Song, Yongcun, et al.
Published: (2024)
by: Song, Yongcun, et al.
Published: (2024)
Proximal Limited-Memory Quasi-Newton Methods for Nonsmooth Nonconvex Optimization
by: Dahl, Simeon vom, et al.
Published: (2026)
by: Dahl, Simeon vom, et al.
Published: (2026)
High Probability Guarantees for Random Reshuffling
by: Yu, Hengxu, et al.
Published: (2023)
by: Yu, Hengxu, et al.
Published: (2023)
PANOC-lite: A simpler and more efficient algorithm for composite minimization
by: Bodard, Alexander, et al.
Published: (2026)
by: Bodard, Alexander, et al.
Published: (2026)
New vector transport operators extending a Riemannian CG algorithm to generalized Stiefel manifold with low-rank applications
by: Wang, Xuejie, et al.
Published: (2023)
by: Wang, Xuejie, et al.
Published: (2023)
A stochastic use of the Kurdyka-Lojasiewicz property: Investigation of optimization algorithms behaviours in a non-convex differentiable framework
by: Fest, Jean-Baptiste, et al.
Published: (2023)
by: Fest, Jean-Baptiste, et al.
Published: (2023)
A Globally Convergent Gradient Method with Momentum
by: Lapucci, Matteo, et al.
Published: (2024)
by: Lapucci, Matteo, et al.
Published: (2024)
A new envelope function for nonsmooth DC optimization
by: Themelis, Andreas, et al.
Published: (2020)
by: Themelis, Andreas, et al.
Published: (2020)
Improving Convergence Guarantees of Random Subspace Second-order Algorithm for Nonconvex Optimization
by: Higuchi, Rei, et al.
Published: (2024)
by: Higuchi, Rei, et al.
Published: (2024)
ZOBA: An Efficient Single-loop Zeroth-order Bilevel Optimization Algorithm
by: Rando, Marco, et al.
Published: (2026)
by: Rando, Marco, et al.
Published: (2026)
An Inexact Regularized Proximal Newton Method without Line Search
by: Dahl, Simeon vom, et al.
Published: (2024)
by: Dahl, Simeon vom, et al.
Published: (2024)
Operation of an ambulance fleet under uncertainty
by: Guigues, Vincent, et al.
Published: (2022)
by: Guigues, Vincent, et al.
Published: (2022)
Nonsmooth exact penalty methods for equality-constrained optimization: complexity and implementation
by: Diouane, Youssef, et al.
Published: (2024)
by: Diouane, Youssef, et al.
Published: (2024)
MoSSP: A Momentum-Based Single-Loop Stochastic Penalty Method for Nonconvex Constrained DC-Regularized Optimization
by: Li, Luxuan, et al.
Published: (2026)
by: Li, Luxuan, et al.
Published: (2026)
A Generalized Version of Chung's Lemma and its Applications
by: Jiang, Li, et al.
Published: (2024)
by: Jiang, Li, et al.
Published: (2024)
A minimal face constant rank constraint qualification for reducible conic programming
by: Andreani, Roberto, et al.
Published: (2023)
by: Andreani, Roberto, et al.
Published: (2023)
Star Quasiconvexity: a Unified Approach for Linear Convergence of First-Order Methods Beyond Convexity
by: Khanh, Phan Quoc, et al.
Published: (2025)
by: Khanh, Phan Quoc, et al.
Published: (2025)
A Surrogate Value Function Formulation for Bilevel Optimization
by: Xu, Mengwei, et al.
Published: (2025)
by: Xu, Mengwei, et al.
Published: (2025)
Nonlinear constrained optimization of Schur test functions
by: Anikushin, Mikhail, et al.
Published: (2025)
by: Anikushin, Mikhail, et al.
Published: (2025)
Random Reshuffling with Momentum for Nonconvex Problems: Iteration Complexity and Last Iterate Convergence
by: Qiu, Junwen, et al.
Published: (2024)
by: Qiu, Junwen, et al.
Published: (2024)
A Unified Zeroth-Order Proximal Newton-Type Framework for Composite Optimization
by: Liu, Zekun, et al.
Published: (2026)
by: Liu, Zekun, et al.
Published: (2026)
Optimization over convex polyhedra via Hadamard parametrizations
by: Tang, Tianyun, et al.
Published: (2024)
by: Tang, Tianyun, et al.
Published: (2024)
Lagrangian Reformulation for Nonconvex Optimization: Tailoring Problems to Specialized Solvers
by: Quintero, Rodolfo A., et al.
Published: (2024)
by: Quintero, Rodolfo A., et al.
Published: (2024)
Effective Front-Descent Algorithms with Convergence Guarantees
by: Lapucci, Matteo, et al.
Published: (2024)
by: Lapucci, Matteo, et al.
Published: (2024)
Projection-based curve pattern search for black-box optimization over smooth convex sets
by: Jia, Xiaoxi, et al.
Published: (2025)
by: Jia, Xiaoxi, et al.
Published: (2025)
Combining Gradient Information and Primitive Directions for High-Performance Mixed-Integer Optimization
by: Lapucci, Matteo, et al.
Published: (2024)
by: Lapucci, Matteo, et al.
Published: (2024)
Derivative-Free Bilevel Optimization with Inexact Lower-Level Solutions
by: Cesaroni, Edoardo, et al.
Published: (2026)
by: Cesaroni, Edoardo, et al.
Published: (2026)
Penalty decomposition derivative free method for the minimization of partially separable functions over a convex feasible set
by: Cecere, Francesco, et al.
Published: (2025)
by: Cecere, Francesco, et al.
Published: (2025)
Bound tightening in lifted formulations: (sub)solver-dependent impact on performance in RLT-based algorithms
by: González-Díaz, Julio, et al.
Published: (2025)
by: González-Díaz, Julio, et al.
Published: (2025)
On convergence of a $q$-random coordinate constrained algorithm for non-convex problems
by: Ghaffari-Hadigheh, Alireza, et al.
Published: (2022)
by: Ghaffari-Hadigheh, Alireza, et al.
Published: (2022)
Solving Sparse MIQCQPs: Application to the Unit Commitment Problem with ACOPF Constraints
by: Gómez-Casares, Ignacio, et al.
Published: (2025)
by: Gómez-Casares, Ignacio, et al.
Published: (2025)
Benign landscapes of low-dimensional relaxations for orthogonal synchronization on general graphs
by: McRae, Andrew D., et al.
Published: (2023)
by: McRae, Andrew D., et al.
Published: (2023)
Alternating Iteratively Reweighted $\ell_1$ and Subspace Newton Algorithms for Nonconvex Sparse Optimization
by: Wang, Hao, et al.
Published: (2024)
by: Wang, Hao, et al.
Published: (2024)
Clash of MINLP Relaxations: Piecewise Linear vs. Global Parabolic
by: Göß, Adrian
Published: (2026)
by: Göß, Adrian
Published: (2026)
Similar Items
-
On Tackling High-Dimensional Nonconvex Stochastic Optimization via Stochastic First-Order Methods with Non-smooth Proximal Terms and Variance Reduction
by: Xie, Yue, et al.
Published: (2025) -
Riemannian Gradient Method with Momentum
by: Leggio, Filippo, et al.
Published: (2026) -
First- and Second-Order Stochastic Adaptive Regularization with Cubics: High Probability Iteration and Sample Complexity
by: Scheinberg, Katya, et al.
Published: (2023) -
Stochastic First-Order Methods with Non-smooth and Non-Euclidean Proximal Terms for Nonconvex High-Dimensional Stochastic Optimization
by: Xie, Yue, et al.
Published: (2024) -
Quasi-Newton methods for minimizing a quadratic function subject to uncertainty
by: Peng, Shen, et al.
Published: (2021)