2 papers
math.OC2026
BUP-TR: Bayesian Underdetermined Projection Trust-Region Methods for Derivative-Free Optimization
Wei Hu, Pengcheng Xie, Ya-Xiang Yuan +1
Underdetermined quadratic interpolation is a central model-construction tool in model-based derivative-free trust-region methods: it limits sampling costs but leaves an affine fami…
math.OC2026
MATRO: Metric-Aware Trust-Region Optimization with Fully Quadratic Models
Wei Hu, Pengcheng Xie, Ya-Xiang Yuan +1
Model-based derivative-free trust-region methods build local interpolation models and restrict trial steps to regions where those models are reliable. This paper studies the shape…