Constrained global optimization of functions with low effective dimensionality using multiple random embeddings
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Publication:6349619
DOI10.1007/s10107-022-01812-9arXiv2009.10446MaRDI QIDQ6349619
Estelle M. Massart, Adilet Otemissov, Coralia Cartis
Publication date: 22 September 2020
Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Optimality conditions for problems involving randomness (49K45)