2 papers
math.OC2026
A note on the complexity of random subspace model-based methods for derivative-free optimization
Coralia Cartis, Lindon Roberts
We demonstrate that, with a suitable rescaling, using Johnson-Lindenstrauss transforms (JLTs) in the random subspace model-based derivative-free optimization (DFO) algorithm from […
math.OC2024
Randomized Subspace Derivative-Free Optimization with Quadratic Models and Second-Order Convergence
Coralia Cartis, Lindon Roberts
We consider model-based derivative-free optimization (DFO) for large-scale problems, based on iterative minimization in random subspaces. We provide the first worst-case complexity…