Proposes CLARSTA, a random subspace trust-region algorithm for convex-constrained DFO with new projection-based model class, geometry measure, and concentration-of-measure subspace sampling, proving almost-sure convergence and complexity while demonstrating performance on problems up to dimension 10
Roberts, Model construction for convex-constrained derivative-free optimization, SIAM Journal on Opti- mization, 35 (2025), pp
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CLARSTA: A random subspace trust-region algorithm for convex-constrained derivative-free optimization
Proposes CLARSTA, a random subspace trust-region algorithm for convex-constrained DFO with new projection-based model class, geometry measure, and concentration-of-measure subspace sampling, proving almost-sure convergence and complexity while demonstrating performance on problems up to dimension 10