2 papers
math.OC2026
On the Almost Sure Convergence of the Stochastic Three Points Algorithm
Taha El Bakkali El Kadi, Omar Saadi
The stochastic three points (STP) algorithm is a derivative-free optimization technique designed for unconstrained optimization problems in . In this paper, we analyz…
math.OC2025
Stochastic Optimization with Random Search
El Mahdi Chayti, Taha El Bakkali El Kadi, Omar Saadi +1
We revisit random search for stochastic optimization, where only noisy function evaluations are available. We show that the method works under weaker smoothness assumptions than pr…