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Benedetta Morini

Publications and source records attributed to Benedetta Morini.

16 recordsLinked to original sources
arXiv2026

DOFFO_TR: a Decentralized Objective Function-Free Optimization method with Trust-Region

In this paper, we propose a novel objective function-free trust-region method designed to solve optimization problems over decentralized networks. Unlike traditional approaches that often rely on stepsize tuning, our framework employs a function-free trust-region procedure that enables adaptive selection of the step length. Our approach accommodates first- and second-order models and eliminates the need to share local function values and gradients among agents, thereby enhancing privacy and computational efficiency. On the theoretical side, we establish provable iteration complexity guarantees that, for some variants, match those established for classical centralized trust-region methods. Numerical evaluations demonstrate that our approach achieves a favorable trade-off between performance and efficiency, requiring only moderate communication overhead compared to state-of-the-art methods in the literature.

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arXiv2026

A Projected Stochastic Gradient Method for Finite-Sum Problems with Linear Equality Constraints

A stochastic gradient method for finite-sum minimization subject to deterministic linear constraints is proposed and analyzed. The procedure presented adapts the projected gradient method on convex set to the use of both a stochastic gradient and a possibly inexact projection map. Under standard assumptions in the field of stochastic gradient methods, we provide theoretical results in agreement with the theory for unconstrained problems. Numerical results are presented to show the practical behavior of the procedure.

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arXiv2025

A variable dimension sketching strategy for nonlinear least-squares

We present a stochastic inexact Gauss-Newton method for the solution of nonlinear least-squares. To reduce the computational cost with respect to the classical method, at each iteration the proposed algorithm approximately minimizes the local model on a random subspace. The dimension of the subspace varies along the iterations, and two strategies are considered for its update: the first is based solely on the Armijo condition, the latter is based on information from the true Gauss-Newton model. Under suitable assumptions on the objective function and the random subspace, we prove a probabilistic bound on the number of iterations needed to drive the norm of the gradient below any given threshold. Moreover, we provide a theoretical analysis of the local behavior of the method. The numerical experiments demonstrate the effectiveness of the proposed method.

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arXiv2024

Fully stochastic trust-region methods with Barzilai-Borwein steplengths

We investigate stochastic gradient methods and stochastic counterparts of the Barzilai-Borwein steplengths and their application to finite-sum minimization problems. Our proposal is based on the Trust-Region-ish (TRish) framework introduced in [F. E. Curtis, K. Scheinberg, R. Shi, {\it A stochastic trust region algorithm based on careful step normalization}, Informs Journal on Optimization, 1, 2019]. The new framework, named TRishBB, aims to enhance the performance of TRish and at reducing the computational cost of the second-order TRish variant. We propose three different methods belonging to the TRishBB framework and present the convergence analysis for possibly nonconvex objective functions, considering biased and unbiased gradient approximations. Our analysis requires neither diminishing step-sizes nor full gradient evaluation. The numerical experiments in machine learning applications demonstrate the effectiveness of applying the Barzilai-Borwein steplength with stochastic gradients and show improved testing accuracy compared to the TRish method.

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arXiv2024

An investigation of stochastic trust-region based algorithms for finite-sum minimization

This work elaborates on the TRust-region-ish (TRish) algorithm, a stochastic optimization method for finite-sum minimization problems proposed by Curtis et al. in [Curtis2019, Curtis2022]. A theoretical analysis that complements the results in the literature is presented, and the issue of tuning the involved hyper-parameters is investigated. Our study also focuses on a practical version of the method, which computes the stochastic gradient by means of the inner product test and the orthogonality test proposed by Bollapragada et al. in [Bollapragada2018]. It is shown experimentally that this implementation improves the performance of TRish and reduces its sensitivity to the choice of the hyper-parameters.

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arXiv2024

Inexact Restoration via random models for unconstrained noisy optimization

We study the Inexact Restoration framework with random models for minimizing functions whose evaluation is subject to errors. We propose a constrained formulation that includes well-known stochastic problems and an algorithm applicable when the evaluation of both the function and its gradient is random and a specified accuracy of such evaluations is guaranteed with sufficiently high probability. The proposed algorithm combines the Inexact Restoration framework with a trust-region methodology based on random first-order models. We analyse the properties of the algorithm and provide the expected number of iterations performed to reach an approximate first-order optimality point. Numerical experiments show that the proposed algorithm compares well with a state-of-the-art competitor.

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arXiv2023

Inexact Gauss-Newton methods with matrix approximation by sampling for nonlinear least-squares and systems

We develop and analyze stochastic inexact Gauss-Newton methods for nonlinear least-squares problems and for nonlinear systems ofequations. Random models are formed using suitable sampling strategies for the matrices involved in the deterministic models. The analysis of the expected number of iterations needed in the worst case to achieve a desired level of accuracy in the first-order optimality condition provides guidelines for applying sampling and enforcing, with \minor{a} fixed probability, a suitable accuracy in the random approximations. Results of the numerical validation of the algorithms are presented.

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arXiv2022

Linesearch Newton-CG methods for convex optimization with noise

This paper studies the numerical solution of strictly convex unconstrained optimization problems by linesearch Newton-CG methods. We focus on methods employing inexact evaluations of the objective function and inexact and possibly random gradient and Hessian estimates. The derivative estimates are not required to satisfy suitable accuracy requirements at each iteration but with sufficiently high probability. Concerning the evaluation of the objective function we first assume that the noise in the objective function evaluations is bounded in absolute value. Then, we analyze the case where the error satisfies prescribed dynamic accuracy requirements. We provide for both cases a complexity analysis and derive expected iteration complexity bounds. We finally focus on the specific case of finite-sum minimization which is typical of machine learning applications.

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arXiv2021

Solving nonlinear systems of equations via spectral residual methods: stepsize selection and applications

Spectral residual methods are derivative-free and low-cost per iteration procedures for solving nonlinear systems of equations. They are generally coupled with a nonmonotone linesearch strategy and compare well with Newton-based methods for large nonlinear systems and sequences of nonlinear systems. The residual vector is used as the search direction and choosing the steplength has a crucial impact on the performance. In this work we address both theoretically and experimentally the steplength selection and provide results on a real application such as a rolling contact problem.

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arXiv2021

A stochastic first-order trust-region method with inexact restoration for finite-sum minimization

We propose a stochastic first-order trust-region method with inexact function and gradient evaluations for solving finite-sum minimization problems. Using a suitable reformulation of the given problem, our method combines the inexact restoration approach for constrained optimization with the trust-region procedure and random models. Differently from other recent stochastic trust-region schemes, our proposed algorithm improves feasibility and optimality in a modular way. We provide the expected number of iterations for reaching a near-stationary point by imposing some probability accuracy requirements on random functions and gradients which are, in general, less stringent than the corresponding ones in literature. We validate the proposed algorithm on some nonconvex optimization problems arising in binary classification and regression, showing that it performs well in terms of cost and accuracy, and allows to reduce the burdensome tuning of the hyper-parameters involved.

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arXiv2021

The Impact of Noise on Evaluation Complexity: The Deterministic Trust-Region Case

Intrinsic noise in objective function and derivatives evaluations may cause premature termination of optimization algorithms. Evaluation complexity bounds taking this situation into account are presented in the framework of a deterministic trust-region method. The results show that the presence of intrinsic noise may dominate these bounds, in contrast with what is known for methods in which the inexactness in function and derivatives' evaluations is fully controllable. Moreover, the new analysis provides estimates of the optimality level achievable, should noise cause early termination. It finally sheds some light on the impact of inexact computer arithmetic on evaluation complexity.

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arXiv2021

Quadratic and Cubic Regularisation Methods with Inexact function and Random Derivatives for Finite-Sum Minimisation

This paper focuses on regularisation methods using models up to the third order to search for up to second-order critical points of a finite-sum minimisation problem. The variant presented belongs to the framework of [3]: it employs random models with accuracy guaranteed with a sufficiently large prefixed probability and deterministic inexact function evaluations within a prescribed level of accuracy. Without assuming unbiased estimators, the expected number of iterations is $\mathcal{O}\bigl(ε_1^{-2}\bigr)$ or $\mathcal{O}\bigl(ε_1^{-{3/2}}\bigr)$ when searching for a first-order critical point using a second or third order model, respectively, and of $\mathcal{O}\bigl(\max[ε_1^{-{3/2}},ε_2^{-3}]\bigr)$ when seeking for second-order critical points with a third order model, in which $ε_j$, $j\in\{1,2\}$, is the $j$th-order tolerance. These results match the worst-case optimal complexity for the deterministic counterpart of the method. Preliminary numerical tests for first-order optimality in the context of nonconvex binary classification in imaging, with and without Artifical Neural Networks (ANNs), are presented and discussed.

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arXiv2020

Inexact restoration with subsampled trust-region methods for finite-sum minimization

Convex and nonconvex finite-sum minimization arises in many scientific computing and machine learning applications. Recently, first-order and second-order methods where objective functions, gradients and Hessians are approximated by randomly sampling components of the sum have received great attention. We propose a new trust-region method which employs suitable approximations of the objective function, gradient and Hessian built via random subsampling techniques. The choice of the sample size is deterministic and ruled by the inexact restoration approach. We discuss local and global properties for finding approximate first- and second-order optimal points and function evaluation complexity results. Numerical experience shows that the new procedure is more efficient, in terms of overall computational cost, than the standard trust-region scheme with subsampled Hessians.

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arXiv2019

Adaptive Cubic Regularization Methods with Dynamic Inexact Hessian Information and Applications to Finite-Sum Minimization

We consider the Adaptive Regularization with Cubics approach for solving nonconvex optimization problems and propose a new variant based on inexact Hessian information chosen dynamically. The theoretical analysis of the proposed procedure is given. The key property of ARC framework, constituted by optimal worst-case function/derivative evaluation bounds for first- and second-order critical point, is guaranteed. Application to large-scale finite-sum minimization based on subsampled Hessian is discussed and analyzed in both a deterministic and probabilistic manner and equipped with numerical experiments on synthetic and real datasets.

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arXiv2014

Improved regularizing iterative methods for ill-posed nonlinear systems

In this paper we address the numerical solution of nonlinear ill-posed systems by iterative regularization methods in the classes of Levenberg-Marquardt, trust-region and adaptive quadratic regularization procedures. Both with exact and noisy data, our focus is on the potential to approach a solution of the unperturbed systems without assumptions on its vicinity to the initial guess. Regularizing properties of the methods proposed are shown theoretically and validated numerically along with enhanced convergence.

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