2 papers
math.OC2026
Parallel Model-Based Derivative-Free Optimization via Rank-Two KKT Updates
Donghan Wu, Pengcheng Xie
Derivative-free optimization (DFO) addresses unconstrained problems $\min_{\x\in\RR^n} f(\x)$ where is accessed only through a zeroth-order oracle. Model-based trust-region met…
math.OC2026
Low-Rank KKT Updates and a Parallel Flipping Mechanism for Model-Based Derivative-Free Optimization
Donghan Wu, Pengcheng Xie
Model-based derivative-free optimization relies on quadratic interpolation, but maintaining these models typically requires linear system solves. We show that fo…