S. Jerad
9 Papers
19 Citations
S. Jerad is an academic researcher. The author has contributed to research in topics: Computer science & Smoothness. The author has an hindex of 3, co-authored 7 publications.
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Papers
Parametric complexity analysis for a class of first-order Adagrad-like algorithms
TL;DR: A class of algorithms for optimization in the presence of noise is presented, that does not require the evaluation of the objective function, and it is shown that some methods of the class enjoy a better asymptotic convergence rate than previously known.
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First-Order Objective-Function-Free Optimization Algorithms and Their Complexity
Serge Gratton,S. Jerad,Philippe L. Toint +2 more
- 03 Mar 2022
TL;DR: Limited numerical experiments show that the new methods’ performance may be comparable to that of standard steepest descent, despite using significantly less information, and that this performance is relatively insensitive to noise.
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Convergence properties of an Objective-Function-Free Optimization regularization algorithm, including an $\mathcal{O}(\epsilon^{-3/2})$ complexity bound
Serge Gratton,S. Jerad,Philippe L. Toint +2 more
- 18 Mar 2022
TL;DR: It is shown that excellent complexity bounds for adaptive regularization methods are also valid for the new algorithm, despite the fact that significantly less information is used.
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Complexity of a Class of First-Order Objective-Function-Free Optimization Algorithms
Serge Gratton,S. Jerad,Philippe L. Toint +2 more
- 03 Mar 2022
TL;DR: In this article , a parametric class of trust-region algorithms for unconstrained nonconvex optimization is considered, where the value of the objective function is never computed, and the rate of convergence of methods in the class is analyzed and is shown to be identical to that known for first-order optimization methods using both function and gradients values.
Convergence Properties of an Objective-Function-Free Optimization Regularization Algorithm, Including an \(\boldsymbol{\mathcal{O}(\epsilon^{-3/2})}\) Complexity Bound
TL;DR: An adaptive regularization algorithm for unconstrained nonconvex optimization uses derivatives only, achieving optimal complexity bounds despite reduced information, finding approximate minimizers in at most iterations with varying degrees of derivatives used.
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