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

3 citations · 3 across the 2 of their papers we have counts for

collaborators

3 papers

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…

math.OC2020

A dimensionality reduction technique for unconstrained global optimization of functions with low effective dimensionality

Coralia Cartis, Adilet Otemissov

We investigate the unconstrained global optimization of functions with low effective dimensionality, that are constant along certain (unknown) linear subspaces. Extending the techn…