Parallel Model-Based Derivative-Free Optimization via Rank-Two KKT Updates
Abstract
Derivative-free optimization (DFO) addresses unconstrained problems where is accessed only through a zeroth-order oracle. Model-based trust-region methods construct underdetermined quadratic interpolation models from points and solve a KKT system to determine model parameters, costing operations and limiting parallel scalability. It is shown that the KKT matrix for the minimum Frobenius norm updating model depends entirely on inner products of shifted coordinates. Reflecting the interpolation set across a single coordinate axis preserves these inner products and changes only one row and column of the KKT matrix, inducing a rank-at-most-two perturbation whose inverse update via the Sherman-Morrison-Woodbury formula costs when . The reflection is an isometry in centered Euclidean trust regions and preserves the poisedness constant of the interpolation set; together with standard fully linear model-management assumptions this supports first-order global convergence. The mechanism is embedded in a master-worker parallel algorithm with a Truncated Conjugate Gradient subproblem solver. Numerical results on 530 benchmark problems compare performance against an established DFO solver.
Cite
@article{arxiv.2607.24813,
title = {Parallel Model-Based Derivative-Free Optimization via Rank-Two KKT Updates},
author = {Donghan Wu and Pengcheng Xie},
journal= {arXiv preprint arXiv:2607.24813},
year = {2026}
}
Comments
23 pages