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math.OC2025
Regular Tree Search for Simulation Optimization
Du-Yi Wang, Guo Liang, Guangwu Liu +1
Tackling simulation optimization problems with non-convex objective functions remains a fundamental challenge in operations research. In this paper, we propose a class of random se…
math.OC2025
Enhanced Derivative-Free Optimization Using Adaptive Correlation-Induced Finite Difference Estimators
Guo Liang, Guangwu Liu, Kun Zhang
Gradient-based methods are well-suited for derivative-free optimization (DFO), where finite-difference (FD) estimates are commonly used as gradient surrogates. Traditional stochast…