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Author

S. Shashaani

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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
Conference

Unifying Trust-region Algorithms with Adaptive Sampling for Nonconvex Simulation Optimization

Continuous simulation optimization is challenging due to its derivative-free and often nonconvex noisy setting. Trust-region methods have proven remarkable robustness for this class of problems. Each iteration of a trust-region method involves constructing a local model via interpolation or regression within a neighbor...

S. Shashaani, Yunsoo Ha, Quoc Tran-Dinh · 0 citations

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