285 citations · 499 across the 55 of their papers we have counts for
3 papers · 2 filters
Convergent least-squares optimisation methods for variational data assimilation
Coralia Cartis, Maha H. Kaouri, Amos S. Lawless +1
Data assimilation combines prior (or background) information with observations to estimate the initial state of a dynamical system over a given time-window. A common application is…
Global optimization using random embeddings
Coralia Cartis, Estelle Massart, Adilet Otemissov
We propose a random-subspace algorithmic framework for global optimization of Lipschitz-continuous objectives, and analyse its convergence using novel tools from conic integral geo…
Scalable Subspace Methods for Derivative-Free Nonlinear Least-Squares Optimization
Coralia Cartis, Lindon Roberts
We introduce a general framework for large-scale model-based derivative-free optimization based on iterative minimization within random subspaces. We present a probabilistic worst-…