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math.OC2026
CLARSTA: A random subspace trust-region algorithm for convex-constrained derivative-free optimization
Yiwen Chen, Warren Hare, Amy Wiebe
This paper proposes a random subspace trust-region algorithm for general convex-constrained derivative-free optimization (DFO) problems. Similar to previous random subspace DFO met…
math.OC2026
Relationships between full-space and subspace quadratic interpolation models and simplex derivatives
Yiwen Chen
Quadratic interpolation models and simplex derivatives are fundamental tools in numerical optimization, particularly in derivative-free optimization. When constructed in suitably c…