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...
Main Authors: | Cartis, C, Massart, E, Otemissov, A |
---|---|
格式: | Journal article |
語言: | English |
出版: |
Springer
2022
|
相似書籍
-
Global optimization using random embeddings
由: Cartis, C, et al.
出版: (2022) -
A dimensionality reduction technique for unconstrained global optimization of functions with low effective dimensionality
由: Cartis, C, et al.
出版: (2021) -
Dimensionality reduction techniques for global optimization
由: Otemissov, A
出版: (2020) -
Evaluation complexity bounds for smooth constrained nonlinear optimization using scaled KKT conditions and high-order models
由: Cartis, C, et al.
出版: (2019) -
Branching and bounding improvements for global optimization algorithms with Lipschitz continuity properties
由: Cartis, C, et al.
出版: (2015)