Complexity and global rates of trust-region methods based on probabilistic models
Trust-region algorithms have been proved to globally converge with probability 1 when the
accuracy of the trust-region models is imposed with a certain probability conditioning on the …
accuracy of the trust-region models is imposed with a certain probability conditioning on the …
Efficient unconstrained black box optimization
M Kimiaei, A Neumaier - Mathematical Programming Computation, 2022 - Springer
For the unconstrained optimization of black box functions, this paper introduces a new
randomized algorithm called VRBBO. In practice, VRBBO matches the quality of other state …
randomized algorithm called VRBBO. In practice, VRBBO matches the quality of other state …