# Research

## Articles in Refereed Journals/ Conferences

E. Bergou, Y. Diouane, V. Kungurtsev and C. W. Royer. A subsampling Line-Search Method with Second-Order Results. INFORMS Journal on Optimization. pdf

E. Bergou, M. N. Ndiaye, H. El Hammouti and M. Ghogho Age-of-Updates Optimization for UAV-assisted Networks. IEEE Global Communications Conference (GLOBECOM). pdf

E. Bergou, A. Dutta, Y. Xiao, M. Canini and P. Richtárik. Direct Nonlinear Acceleration. EURO Journal on Computational Optimization.pdf

E. Bergou, H. Xu, C. Y. Ho, A. M. Abdelmoniem, A. Duta, K. Karatsenidis, M. Canini, and P. Kalnis. Compressed communication for distributed deep learning: survey and quantitative evaluation. International Conference on Distributed Computing Systems (ICDCS). pdf

E. Bergou, Y. Diouane and V. Kungurtsev. Complexity iteration analysis for strongly convex multi-objective optimization using a Newton path-following procedure. Optimization Letters. pdf

E. Bergou, Y. Hong, N. Doucety, H. Zhangy, J. Cranneyy, H. Ltaief, D. Gratadoury, F. Rigauty, and D. Keyes. Outsmarting the Atmospheric Turbulence for Ground-Based Telescopes Using the Stochastic Levenberg-Marquardt Method. International European Conference on Parallel and Distributed Computing (Euro-Par). pdf

E. Bergou, Y. Diouane, V. Kungurtsev and C. Royer. A Nonmonotone Matrix-Free Algorithm for Nonlinear Equality-Constrained Inverse Problems. SIAM Journal on Scientific Computing (SISC). pdf

E. Bergou, E. Gorbunov and P. Richtárik. Stochastic Three Points Method for Unconstrained Minimization. SIAM Journal on Optimization (SIOPT).pdf

E. Bergou, Y. Diouane, V. Kungurtsev and C. Royer. A Stochastic Levenberg-Marquardt Method Using Random Models with Application to Data Assimilation. SIAM/ASA Journal on Uncertainty Quantification (JUQ). pdf

E. Bergou, A. Dutta, A. M. Abdelmoniem, C. Y. Ho, A. N. Sahu, M. Canini and P. Kalnis. On the Discrepancy between the Theoretical Analysis and Practical Implementations of Compressed Communication for Distributed Deep Learning. AAAI. pdf

E. Bergou, A. Bibi, E. Gorbunov, O. Sener and P. Richtárik. A Stochastic Derivative-Free Optimization Method with Momentum. ICLR. pdf

E. Bergou, A. Bibi, O. Sener, B. Ghanem and P. Richtárik. A Stochastic Derivative-Free Optimization Method with Importance Sampling. AAAI. pdf

E. Bergou, Y. Diouane and V. Kungurtsev. Global and Local Convergence of a Levenberg Marquadt Algorithm for Inverse Problems. J Optim Theory Appl. pdf

E. Bergou, J. Mandel and S. Gratton. On the Convergence of Nonlinear Ensemble Kalman Smoother. Applied Numerical Mathematics Journal.pdf

E. Bergou, Y. Diouane and S. Gratton. A Line-Search Algorithm Inspired by the Adaptive Cubic Regularization Framework and Complexity Analysis. J Optim Theory Appl. pdf

E. Bergou, Y. Diouane, and S. Gratton. On the Use of the Energy Norm in Trust-Region and Adaptive Cubic Regularization subproblems. Computational Optimization and Applications. pdf

E. Bergou, S. Gratton and L. N. Vicente. Levenberg-Marquardt methods based on probabilistic gradient models and inexact subproblem solution, with application to data assimilation. SIAM/ASA Journal on Uncertainty Quantification (JUQ). pdf

E. Bergou, J. Mandel, S. Gurol and S. Gratton. Hybrid Levenberg–Marquardt and weak constraint ensemble Kalman smoother method. Nonlinear Processes in Geophysics Journal.pdf

E. Bergou, S. Gratton and J. Tshimanga. The exact condition number of the truncated singular value solution of a linear ill-posed problem. SIAM Journal on Matrix Analysis and Applications. pdf