Trang H. Tran – Optimization Online

Non-monotone direct-search methods for deterministic and stochastic derivative-free optimization

Published: 2026/09/10

Nonlinear Optimization, Stochastic Programming derivate-free optimization, direct search, Non-monotone methods, worst-case complexity

In derivative-free optimization (DFO), one minimizes functions for which the gradient is unavailable or expensive to compute. In many applications, objective function values and gradients are noisy due to simulations or system randomness. A class of standard direct-search methods for DFO accept a trial point when it decreases the objective function by an amount proportional … Read more

Stochastic block coordinate and function alternation for multi-objective optimization and learning

Published: 2026/05/14

Multi-Criteria Optimization Alternating Optimization, block coordinate descent method, multi-objective optimization, stochastic optimization

Multi-objective optimization is central to many engineering and machine learning applications, where multiple objectives must be optimized in balance. While multi-gradient based optimization methods combine these objectives in each step, such methods require computing gradients with respect to all variables at every iteration, resulting in high computational costs in large-scale settings. In this work, we … Read more