Stochastic optimization using a trust-region method and random models

Stochastic derivative-free optimization using a trust region framework

(2016) Jeffrey Larson et al.   COMPUTATIONAL OPTIMIZATION AND APPLICATIONS

Accelerated gradient methods for nonconvex nonlinear and stochastic programming

(2015) Saeed Ghadimi et al.   MATHEMATICAL PROGRAMMING

Convergence of Trust-Region Methods Based on Probabilistic Models

(2014) A. S. Bandeira et al.   SIAM JOURNAL ON OPTIMIZATION

Stochastic First- and Zeroth-Order Methods for Nonconvex Stochastic Programming

(2013) Saeed Ghadimi et al.   SIAM JOURNAL ON OPTIMIZATION

Derivative-Free Optimization of Expensive Functions with Computational Error Using Weighted Regression

(2013) Stephen C. Billups et al.   SIAM JOURNAL ON OPTIMIZATION

Iteration complexity of randomized block-coordinate descent methods for minimizing a composite function

(2012) Peter Richtárik et al.   MATHEMATICAL PROGRAMMING

Global Convergence of General Derivative-Free Trust-Region Algorithms to First- and Second-Order Critical Points

(2009) Andrew R. Conn et al.   SIAM JOURNAL ON OPTIMIZATION

Benchmarking Derivative-Free Optimization Algorithms

(2009) Jorge J. Moré et al.   SIAM JOURNAL ON OPTIMIZATION

Robust Stochastic Approximation Approach to Stochastic Programming

(2009) A. Nemirovski et al.   SIAM JOURNAL ON OPTIMIZATION