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math.OC2026
Non-monotone direct-search methods for deterministic and stochastic derivative-free optimization
Anjie Ding, Trang H. Tran, Luis Nunes Vicente
In derivative-free optimization (DFO), one minimizes functions for which the gradient is unavailable or expensive to compute. In many applications, objective function values and gr…
math.OC2025
Sequential test sampling for stochastic derivative-free optimization
Anjie Ding, Francesco Rinaldi, Luis Nunes Vicente
In many derivative-free optimization algorithms, a sufficient decrease condition decides whether to accept a trial step in each iteration. This condition typically requires that th…