2 papers
math.OC2026
A geometric simplex method in infinite-dimensional spaces
Robert L Smith, Christopher Thomas Ryan
We expand the basic geometric elements of the simplex method to linear programs in locally convex topological vector spaces and provide conditions under which the method converges…
cs.LG2021
Scaling Bayesian Optimization With Game Theory
L. Mathesen, G. Pedrielli, R. L. Smith
We introduce the algorithm Bayesian Optimization (BO) with Fictitious Play (BOFiP) for the optimization of high dimensional black box functions. BOFiP decomposes the original, high…