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math.OC2025
Multi-Fidelity Stochastic Trust Region Method with Adaptive Sampling
Yunsoo Ha, Juliane Mueller
Simulation optimization is often hindered by the high cost of running simulations. Multi-fidelity methods offer a promising solution by incorporating cheaper, lower-fidelity simula…
math.OC2025
Adaptive Sampling-Based Bi-Fidelity Stochastic Trust Region Method for Derivative-Free Stochastic Optimization
Yunsoo Ha, Juliane Mueller
Bi-fidelity stochastic optimization has gained increasing attention as an efficient approach to reduce computational costs by leveraging a low-fidelity (LF) model to optimize an ex…