A dimensionality reduction technique for unconstrained global optimization of functions with low effective dimensionality

DOI10.1093/imaiai/iaab011zbMath1491.90126arXiv2003.09673OpenAlexW3165755120MaRDI QIDQ5073888

Adilet Otemissov, Coralia Cartis

Publication date: 4 May 2022

Published in: Information and Inference: A Journal of the IMA (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2003.09673

zbMATH Keywords

global optimizationrandom matrix theorydimensionality reduction techniquesfunctions with low effective dimensionality

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Stochastic programming (90C15)

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