Regret analysis of the Piyavskii-Shubert algorithm for global Lipschitz optimization

no code implementations • 6 Feb 2020 • Clément Bouttier, Tommaso Cesari, Mélanie Ducoffe, Sébastien Gerchinovitz

We consider the problem of maximizing a non-concave Lipschitz multivariate function over a compact domain by sequentially querying its (possibly perturbed) values.

Convergence rate of a simulated annealing algorithm with noisy observations

no code implementations • 1 Mar 2017 • Clément Bouttier, Ioana Gavra

In this paper we propose a modified version of the simulated annealing algorithm for solving a stochastic global optimization problem.