Related papers: A scaled conjugate gradient based direct search al…
The nonlinear conjugate gradient methods are known to be an effective approach for standard unconstrained optimization problems especially for large-scale problems. This paper proposes a proximal nonlinear conjugate gradient method, which…
Derivative-free optimization (DFO) consists in finding the best value of an objective function without relying on derivatives. To tackle such problems, one may build approximate derivatives, using for instance finite-difference estimates.…
Distributed optimization has gained a surge of interest in recent years. In this paper we propose a distributed projection free algorithm named Distributed Conditional Gradient Sliding(DCGS). Compared to the state-of-the-art distributed…
In this work, the joint use of a mixed penalty-interior point method and direct search is proposed, to address {nonlinear} constrained derivative-free optimization problems. A merit function is considered, wherein the set of nonlinear…
Complex-variable matrix optimization problems (CMOPs) in Frobenius norm emerge in many areas of applied mathematics and engineering applications. In this letter, we focus on solving CMOPs by iterative methods. For unconstrained CMOPs, we…
We propose an inexact decentralized dual gradient tracking method (iDDGT) for decentralized optimization problems with a globally coupled equality constraint. Unlike existing algorithms that rely on either the exact dual gradient or an…
In this paper we propose a fast algorithm for trivariate interpolation, which is based on the partition of unity method for constructing a global interpolant by blending local radial basis function interpolants and using locally supported…
In this paper, we consider the generalized low rank approximation of the correlation matrices problem which arises in the asset portfolio. We first characterize the feasible set by using the Gramian representation together with a special…
Direct search methods are mainly designed for use in problems with no equality constraints. However, there are many instances where the feasible set is of measure zero in the ambient space and no mesh point lies within it. There are methods…
We introduce two derivative-free projection methods for large-scale systems of nonlinear monotone equations subject to convex constraints. Both methods incorporate an adaptive spectral parameter into established conjugate gradient…
Zeroth-order optimization (ZO) has been a powerful framework for solving black-box problems, which estimates gradients using zeroth-order data to update variables iteratively. The practical applicability of ZO critically depends on the…
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 to Riemannian optimization, wherein minimization is to be…
In this paper we present an efficient algorithm for bivariate interpolation, which is based on the use of the partition of unity method for constructing a global interpolant. It is obtained by combining local radial basis function…
In this paper we propose a new efficient interpolation tool, extremely suitable for large scattered data sets. The partition of unity method is used and performed by blending Radial Basis Functions (RBFs) as local approximants and using…
This paper focuses on Bayesian Optimization in combinatorial spaces. In many applications in the natural science. Broad applications include the study of molecules, proteins, DNA, device structures and quantum circuit designs, a on…
In this paper we propose a variant of the random coordinate descent method for solving linearly constrained convex optimization problems with composite objective functions. If the smooth part of the objective function has Lipschitz…
We present a first-order method for solving constrained optimization problems. The method is derived from our previous work, a modified search direction method inspired by singular value decomposition. In this work, we simplify its…
One method to solve expensive black-box optimization problems is to use a surrogate model that approximates the objective based on previous observed evaluations. The surrogate, which is cheaper to evaluate, is optimized instead to find an…
We consider smooth stochastic convex optimization problems in the context of algorithms which are based on directional derivatives of the objective function. This context can be considered as an intermediate one between derivative-free…
We propose an iterative method for nonlinear semidefinite programs with box constraints. The search direction in the proposed method utilizes the distance from the current point to the boundary of a feasible set. The computation of the…