Scalable subspace methods for derivative-free nonlinear least-squares optimization
Work
Year: 2022
Type: article
Abstract: We introduce a general framework for large-scale model-based derivative-free optimization based on iterative minimization within random subspaces. We present a probabilistic worst-case complexity ana... more
Source: Mathematical Programming
Authors Coralia Cartis, Lindon Roberts
Institutions University of Oxford, Australian National University, Australian Mathematical Sciences Institute
Cites: 86
Cited by: 28
Related to: 10
FWCI: 8.791
Citation percentile (by year/subfield): 99.94
Subfield: Numerical Analysis
Field: Mathematics
Domain: Physical Sciences
Open Access status: hybrid
APC paid (est): $2,890
Grant ID EP/L015803/1