OFFO methods

Multilevel Objective-Function-Free Optimization with an Application to Neural Networks Training

  • Serge Gratton
  • Alena Kopanicakova
  • Philippe L. Toint
    • Categories Data Science Algorithms, Nonlinear Optimization, Nonlinear Systems and Least-Squares Tags , , ,

    A class of multi-level algorithms for unconstrained nonlinear optimization is presented which does not require the evaluation of the objective function. The class contains the momentum-less AdaGrad method as a particular (single-level) instance. The choice of avoiding the evaluation of the objective function is intended to make the algorithms of the class less sensitive to … Read more