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math.OC2021
From the simplex to the sphere: Faster constrained optimization using the Hadamard parametrization
Qiuwei Li, Daniel McKenzie, Wotao Yin
The standard simplex in R^n, also known as the probability simplex, is the set of nonnegative vectors whose entries sum up to 1. They frequently appear as constraints in optimizati…
math.OC2021
Curvature-Aware Derivative-Free Optimization
Bumsu Kim, HanQin Cai, Daniel McKenzie +1
The paper discusses derivative-free optimization (DFO), which involves minimizing a function without access to gradients or directional derivatives, only function evaluations. Clas…
math.OC2021
A Zeroth-Order Block Coordinate Descent Algorithm for Huge-Scale Black-Box Optimization
HanQin Cai, Yuchen Lou, Daniel McKenzie +1
We consider the zeroth-order optimization problem in the huge-scale setting, where the dimension of the problem is so large that performing even basic vector operations on the deci…