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math.OC2025
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.OC2023
-fully Quadratic Modeling and its Application in a Random Subspace Derivative-free Method
Yiwen Chen, Warren Hare, Amy Wiebe
Model-based derivative-free optimization (DFO) methods are an important class of DFO methods that are known to struggle with solving high-dimensional optimization problems. Recent…