Theory and algorithms of mathematical optimization
Selected Publications
X. Chen, C. T. Kelley, F. Xu, Z. Zhang, A smoothing direct search method for Monte Carlo-based bound constrained composite nonsmooth optimization, to appear in SIAM J. Sci. Comput.
S. Gratton, C. W. Royer, L. N. Vicente, Z. Zhang, Complexity and global rates of trust-region methods based on probabilistic models, to appear in IMA J. Numer. Anal.
M. Dodangeh, L. N. Vicente, Z. Zhang, On the optimal order of worst case complexity of direct search, Optim. Lett., 10(4): 699–708, 2016
S. Gratton, C. W. Royer, L. N. Vicente, Z. Zhang, Direct search based on probabilistic descent, SIAM J. Optim., 25(3): 1515–1541, 2015
Z. Zhang, Sobolev seminorm of quadratic functions with applications to derivative-free optimization, Math. Program., 146(1–2): 77–96, 2014