no code implementations • 8 May 2024 • Alexandre Scotto Di Perrotolo, Youssef Diouane, Selime Gürol, Xavier Vasseur
However, despite the large variety of algorithms, the existing theoretical frameworks for their analysis rely on a specific structure for the covariance matrix that is not adapted to all the algorithms.
no code implementations • 18 Jan 2021 • Youssef Diouane, Victor Picheny, Rodolphe Le Riche, Alexandre Scotto Di Perrotolo
By following a classical scheme for the trust region (based on a sufficient decrease condition), the proposed algorithm enjoys global convergence properties, while departing from EGO only for a subset of optimization steps.