Bound-constrained global optimization of functions with low effective dimensionality using multiple random embeddings

We consider the bound-constrained global optimization of functions with low effective dimensionality, that are constant along an (unknown) linear subspace and only vary over the effective (complement) subspace. We aim to implicitly explore the intrinsic low dimensionality of the constrained landscap...

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Bibliographic Details
Main Authors: Cartis, C, Massart, E, Otemissov, A
Format: Journal article
Language:English
Published: Springer 2022