11-21【张希承】新楼308 随机分析系列报告

发布者:卢珊珊发布时间:2025-11-10浏览次数:10


报告题目:Sampling-Based Zero-Order Optimization Algorithms


报告人:张希承 北京理工大学


报告时间:11月21日 3:00


报告地点:新楼308


摘要:

We propose a novel zeroth-order optimization algorithm based on an efficient sampling strategy. Under mild global regularity conditions on the objective function, we establish non-asymptotic convergence rates for the proposed method. Comprehensive numerical experiments demonstrate the algorithm's effectiveness, highlighting three key attributes: (i) Scalability: consistent performance in high-dimensional settings (exceeding 100 dimensions); (ii) Versatility: robust convergence across a diverse suite of benchmark functions, including Schwefel, Rosenbrock, Ackley, Griewank, Lévy, Rastrigin, and Weierstrass; and (iii) Robustness to discontinuities: reliable performance on non-smooth and discontinuous landscapes. These results illustrate the method's strong potential for black-box optimization in complex, real-world scenarios.