26 citations · 33 across the 19 of their papers we have counts for
3 papers · 2 filters
Retraction based Direct Search Methods for Derivative Free Riemannian Optimization
Vyacheslav Kungurtsev, Francesco Rinaldi, Damiano Zeffiro
Direct search methods represent a robust and reliable class of algorithms for solving black-box optimization problems. In this paper, we explore the application of those strategies…
Stochastic trust-region and direct-search methods: A weak tail bound condition and reduced sample sizing
Francesco Rinaldi, Luis Nunes Vicente, Damiano Zeffiro
Using tail bounds, we introduce a new probabilistic condition for function estimation in stochastic derivative-free optimization which leads to a reduction in the number of samples…
An oracle-based framework for robust combinatorial optimization
Enrico Bettiol, Christoph Buchheim, Marianna De Santis +1
We propose a general solution approach for min-max-robust counterparts of combinatorial optimization problems with uncertain linear objectives. We focus on the discrete scenario ca…