Global optimization using random embeddings
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Publication:6160282
DOI10.1007/s10107-022-01871-yzbMath1518.65062arXiv2107.12102OpenAlexW3183926510WikidataQ114228462 ScholiaQ114228462MaRDI QIDQ6160282
Estelle M. Massart, Coralia Cartis, Adilet Otemissov
Publication date: 23 June 2023
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2107.12102
global optimizationrandom subspacesdimensionality reduction techniquesfunctions with low effective dimensionalityconic integral geometry
Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Optimality conditions for problems involving randomness (49K45)
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