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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…
math.OC2024
Stein Boltzmann Sampling: A Variational Approach for Global Optimization
Gaëtan Serré, Argyris Kalogeratos, Nicolas Vayatis
In this paper, we present a flow-based method for global optimization of continuous Sobolev functions, called Stein Boltzmann Sampling (SBS). SBS initializes uniformly a number of…