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math.OC2026
GLOBe: A Modular Global Optimization library
Gaëtan Serré, Argyris Kalogeratos, Nicolas Vayatis
Open-source libraries are have a catalytic role in research pipelines, where new methods must be compared against up-to-date baselines. We present the GLobal Optimization Benchmark…
math.OC2026
Enhancing Exploration in Global Optimization by Noise Injection in the Probability Measures Space
Gaëtan Serré, Pierre Germain, Samuel Gruffaz +1
McKean-Vlasov (MKV) systems provide a unifying framework for recent state-of-the-art particlebased methods for global optimization. While individual particles follow stochastic tra…
math.OC2024
LIPO+: Frugal Global Optimization for Lipschitz Functions
Gaëtan Serré, Perceval Beja-Battais, Sophia Chirrane +2
In this paper, we propose simple yet effective empirical improvements to the algorithms of the LIPO family, introduced in [Malherbe2017], that we call LIPO+ and AdaLIPO+. We compar…