Cover Image

Complexity of Zeroth- and First-order Stochastic Trust-Region Algorithms

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Ha, Yunsoo, Shashaani, Sara, Pasupathy, Raghu
Format:	Preprint
Published:	2024
Subjects:	Optimization and Control Numerical Analysis Probability
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Iteration Complexity and Finite-Time Efficiency of Adaptive Sampling Trust-Region Methods for Stochastic Derivative-Free Optimization
by: Ha, Yunsoo, et al.
Published: (2023)

Adaptive Regularization within Trust Region Methods for Stochastic Nonconvex Optimization
by: Ha, Yunsoo, et al.
Published: (2026)

Two-Stage Estimation and Variance Modeling for Latency-Constrained Variational Quantum Algorithms
by: Ha, Yunsoo, et al.
Published: (2024)

Assigning Stationary Distributions to Sparse Stochastic Matrices
by: Gillis, Nicolas, et al.
Published: (2023)

Stochastic Optimal Control Matching
by: Domingo-Enrich, Carles, et al.
Published: (2023)

Stochastic Zeroth-Order Method for Computing Generalized Rayleigh Quotients
by: Bresch, Jonas, et al.
Published: (2025)

Method of Successive Approximations for Stochastic Optimal Control: Contractivity and Convergence
by: Taoufik, Safouane, et al.
Published: (2024)

Error analysis for stochastic gradient optimization schemes using modified equations
by: Bréhier, Charles-Edouard, et al.
Published: (2024)

Deep learning algorithms for FBSDEs with jumps: Applications to option pricing and a MFG model for smart grids
by: Alasseur, Clémence, et al.
Published: (2024)

Numerical method for nonlinear Kolmogorov PDEs via sensitivity analysis
by: Bartl, Daniel, et al.
Published: (2024)

Numerical method for approximately optimal solutions of two-stage distributionally robust optimization with marginal constraints
by: Neufeld, Ariel, et al.
Published: (2022)

Numerical method for feasible and approximately optimal solutions of multi-marginal optimal transport beyond discrete measures
by: Neufeld, Ariel, et al.
Published: (2022)

Provably convergent stochastic fixed-point algorithm for free-support Wasserstein barycenter of continuous non-parametric measures
by: Chen, Zeyi, et al.
Published: (2025)

A New Look at the Ensemble Kalman Filter for Inverse Problems: Duality, Non-Asymptotic Analysis and Convergence Acceleration
by: Krishnanunni, C G, et al.
Published: (2026)

Wasserstein Gradient Flows of the Discrepancy with Distance Kernel on the Line
by: Hertrich, Johannes, et al.
Published: (2023)

Feasible approximation of matching equilibria for large-scale matching for teams problems
by: Neufeld, Ariel, et al.
Published: (2023)

Wasserstein Steepest Descent Flows of Discrepancies with Riesz Kernels
by: Hertrich, Johannes, et al.
Published: (2022)

Non-exchangeable evolutionary and mean field games and their applications
by: Yoshioka, H., et al.
Published: (2025)

Linking PageRank, Time Reversal, and Policy Evaluation
by: Avrachenkov, Konstantin, et al.
Published: (2026)

Multi-Fidelity Stochastic Trust Region Method with Adaptive Sampling
by: Ha, Yunsoo, et al.
Published: (2025)

Multilevel Picard scheme for solving high-dimensional drift control problems with state constraints
by: Zhong, Yuan
Published: (2025)

Convergence analysis for an implementable scheme to solve the linear-quadratic stochastic optimal control problem with stochastic wave equation
by: Chaudhary, Abhishek
Published: (2025)

Stochastic Regret Guarantees for Online Zeroth- and First-Order Bilevel Optimization
by: Nazari, Parvin, et al.
Published: (2025)

Formalization of Complexity Analysis of the First-order Algorithms for Convex Optimization
by: Li, Chenyi, et al.
Published: (2024)

Adaptive Sampling-Based Bi-Fidelity Stochastic Trust Region Method for Derivative-Free Stochastic Optimization
by: Ha, Yunsoo, et al.
Published: (2024)

A Trust-Region Interior-Point Stochastic Sequential Quadratic Programming Method
by: Fang, Yuchen, et al.
Published: (2026)

Well-posedness and approximation of reflected McKean-Vlasov SDEs with applications
by: Hinds, P. D., et al.
Published: (2024)

Non-asymptotic convergence analysis of the stochastic gradient Hamiltonian Monte Carlo algorithm with discontinuous stochastic gradient with applications to training of ReLU neural networks
by: Liang, Luxu, et al.
Published: (2024)

Nonparametric Filtering, Estimation and Classification using Neural Jump ODEs
by: Heiss, Jakob, et al.
Published: (2024)

On Bellman equations for continuous-time policy evaluation I: discretization and approximation
by: Mou, Wenlong, et al.
Published: (2024)

DeepMartingale: Duality of the Optimal Stopping Problem with Expressivity and High-Dimensional Hedging
by: Ye, Junyan, et al.
Published: (2025)

Langevin dynamics based algorithm e-TH$\varepsilon$O POULA for stochastic optimization problems with discontinuous stochastic gradient
by: Lim, Dong-Young, et al.
Published: (2022)

Randomized coordinate gradient descent almost surely escapes strict saddle points
by: Chen, Ziang, et al.
Published: (2025)

Constrained Density Estimation via Optimal Transport
by: Hu, Yinan, et al.
Published: (2026)

Generalization Bounds for Sparse Random Feature Expansions
by: Hashemi, Abolfazl, et al.
Published: (2021)

A Unified Framework from Boltzmann Transport to Proton Treatment Planning
by: Kyprianou, Andreas E., et al.
Published: (2025)

Dual Block Gradient Ascent for Entropically Regularised Quantum Optimal Transport
by: Randig, Marvin, et al.
Published: (2025)

Trust-Region Sequential Quadratic Programming for Stochastic Optimization with Random Models
by: Fang, Yuchen, et al.
Published: (2024)

Stochastic convergence of a class of greedy-type algorithms for Configuration Optimization Problems
by: Nielen, Evie, et al.
Published: (2026)

High Probability Complexity Bounds of Trust-Region Stochastic Sequential Quadratic Programming with Heavy-Tailed Noise
by: Fang, Yuchen, et al.
Published: (2025)