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Nicole Felice

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Preprint Aug 2026

Adaptive Sampling Trust Region Optimization for Derivative-free Stochastic Functions and Deterministic Equality Constraints

We study optimization problems with noisy zeroth-order objective observations and deterministic nonlinear equality constraints with available derivatives. We propose a constrained variant of the adaptive-sampling trust-region derivative-free optimization algorithm---ASTRO-DF. The method builds quadratic local models fr...

Nicole Felice, S. Shashaani, Lindon Roberts · 0 citations

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