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20182021
most citedConstrained global optimization of functions with low effective dimensionality using multiple random embeddings

3 citations · 3 across the 4 of their papers we have counts for

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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…