3 papers
math.OC2025
Regular Tree Search for Simulation Optimization
Du-Yi Wang, Guo Liang, Guangwu Liu +1
Tackling simulation optimization problems with non-convex objective functions remains a fundamental challenge in operations research. In this paper, we propose a class of random se…
math.OC2025
Enhanced Derivative-Free Optimization Using Adaptive Correlation-Induced Finite Difference Estimators
Guo Liang, Guangwu Liu, Kun Zhang
Gradient-based methods are well-suited for derivative-free optimization (DFO), where finite-difference (FD) estimates are commonly used as gradient surrogates. Traditional stochast…
stat.ME2024
A Correlation-induced Finite Difference Estimator
Guo Liang, Guangwu Liu, Kun Zhang
Finite difference (FD) approximation is a classic approach to stochastic gradient estimation when only noisy function realizations are available. In this paper, we first provide a…