activity
20182024
most citedConstrained global optimization of functions with low effective dimensionality using multiple random embeddings

3 citations · 3 across the 7 of their papers we have counts for

collaborators

8 papers

math.OC2024

Learning the subspace of variation for global optimization of functions with low effective dimension

Coralia Cartis, Xinzhu Liang, Estelle Massart +1

We propose an algorithmic framework, that employs active subspace techniques, for scalable global optimization of functions with low effective dimension (also referred to as low-ra…

cs.LG2021

Coordinate descent on the orthogonal group for recurrent neural network training

Estelle Massart, Vinayak Abrol

We propose to use stochastic Riemannian coordinate descent on the orthogonal group for recurrent neural network training. The algorithm rotates successively two columns of the recu…

math.OC2021

Global optimization using random embeddings

Coralia Cartis, Estelle Massart, Adilet Otemissov

We propose a random-subspace algorithmic framework for global optimization of Lipschitz-continuous objectives, and analyse its convergence using novel tools from conic integral geo…

math.OC2020★ 3 cited

Constrained global optimization of functions with low effective dimensionality using multiple random embeddings

Coralia Cartis, Estelle Massart, Adilet Otemissov

We consider the bound-constrained global optimization of functions with low effective dimensionality, that are constant along an (unknown) linear subspace and only vary over the ef…

stat.CO2020

Low-rank multi-parametric covariance identification

Antoni Musolas, Estelle Massart, Julien M. Hendrickx +2

We propose a differential geometric construction for families of low-rank covariance matrices, via interpolation on low-rank matrix manifolds. In contrast with standard parametric…

math.NA2020

Balanced truncation for parametric linear systems using interpolation of Gramians: a comparison of algebraic and geometric approaches

Nguyen Thanh Son, Pierre-Yves Gousenbourger, Estelle Massart +1

When balanced truncation is used for model order reduction, one has to solve a pair of Lyapunov equations for two Gramians and uses them to construct a reduced-order model. Althoug…