3 papers
math.OC2025
Scalable Derivative-Free Optimization Algorithms with Low-Dimensional Subspace Techniques
Zaikun Zhang
We re-introduce a derivative-free subspace optimization framework originating from Chapter 5 of the Ph.D. thesis [Z. Zhang, On Derivative-Free Optimization Methods, Ph.D. thesis, C…
math.OC2024
PDFO: A Cross-Platform Package for Powell's Derivative-Free Optimization Solvers
Tom M. Ragonneau, Zaikun Zhang
The late Professor M. J. D. Powell devised five trust-region methods for derivative-free optimization, namely COBYLA, UOBYQA, NEWUOA, BOBYQA, and LINCOA. He carefully implemented t…
math.OC2024
An Optimal Interpolation Set for Model-Based Derivative-Free Optimization Methods
Tom M. Ragonneau, Zaikun Zhang
This paper demonstrates the optimality of an interpolation set employed in derivative-free trust-region methods. This set is optimal in the sense that it minimizes the constant of…