Related papers: Model-Based Derivative-Free Optimization Methods a…
The late Professor M. J. D. Powell devised five trust-region methods for derivative-free optimization, namely COBYLA, UOBYQA, NEWUOA, BOBYQA, and LINCOA. He carefully implemented them into publicly available solvers, renowned for their…
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.…
In many applications of mathematical optimization, one may wish to optimize an objective function without access to its derivatives. These situations call for derivative-free optimization (DFO) methods. Among the most successful approaches…
We consider model-based derivative-free optimization (DFO) for large-scale problems, based on iterative minimization in random subspaces. We provide the first worst-case complexity bound for such methods for convergence to approximate…
Derivative-free optimization (DFO) is the mathematical study of the optimization algorithms that do not use derivatives. One branch of DFO focuses on model-based DFO methods, where an approximation of the objective function is used to guide…
We propose and analyze a model-based derivative-free (DFO) algorithm for solving bound-constrained optimization problems where the objective function is the composition of a smooth function and a vector of black-box functions. We assume…
We propose UPOQA, a derivative-free optimization algorithm for partially separable unconstrained problems, leveraging quadratic interpolation and a structured trust-region framework. By decomposing the objective into element functions,…
Model-based derivative-free optimization (DFO) methods are an important class of DFO methods that are known to struggle with solving high-dimensional optimization problems. Recent research has shown that incorporating random subspaces into…
Derivative-Free optimization (DFO) focuses on designing methods to solve optimization problems without the analytical knowledge of gradients of the objective function. There are two main families of DFO methods: model-based methods and…
Derivative-free - or zeroth-order - optimization (DFO) has gained recent attention for its ability to solve problems in a variety of application areas, including machine learning, particularly involving objectives which are stochastic…
Derivative-free optimization problems are optimization problems where derivative information is unavailable. The least Frobenius norm updating quadratic interpolation model function is one of the essential under-determined model functions…
The field of derivative-free optimization (DFO) studies algorithms for nonlinear optimization that do not rely on the availability of gradient or Hessian information. It is primarily designed for settings when functions are black-box,…
The goal of this paper is to investigate an approach for derivative-free optimization that has not received sufficient attention in the literature and is yet one of the simplest to implement and parallelize. It consists of computing…
We develop a new approximation theory for linear and quadratic interpolation models, suitable for use in convex-constrained derivative-free optimization (DFO). Most existing model-based DFO methods for constrained problems assume the…
Derivative-Free Optimization (DFO) involves methods that rely solely on evaluations of the objective function. One of the earliest strategies for designing DFO methods is to adapt first-order methods by replacing gradients with…
Derivative-free optimization (DFO) is vital in solving complex optimization problems where only noisy function evaluations are available through an oracle. Within this domain, DFO via finite difference (FD) approximation has emerged as a…
This paper focuses on solving unconstrained privacy-preserving black-box optimization (PBBO), its corresponding least Frobenius norm updating of quadratic models, and the differentially privacy mechanisms for PBBO. Optimization problems…
Derivative-free optimization (DFO) problems are optimization problems where derivative information is unavailable or extremely difficult to obtain. Model-based DFO solvers have been applied extensively in scientific computing. Powell's…
This paper proposes the method 2D-MoSub (2-dimensional model-based subspace method), which is a novel derivative-free optimization (DFO) method based on the subspace method for general unconstrained optimization and especially aims to solve…
Derivative-free optimization (DFO) is a method that does not require the calculation of gradients or higher-order derivatives of the objective function, making it suitable for cases where the objective function is non-differentiable or the…