Open access
Aug 2026
Adaptive sampling-based bi-fidelity stochastic trust region method for stochastic derivative-free optimization
This paper proposes ASTRO-BFDF, an adaptive sampling trust-region method specifically designed for unconstrained bi-fidelity stochastic derivative-free optimization problems and proves that the iterates generated by ASTRO-BFDF converge to a first-order stationary point almost surely.
Yunsoo Ha, Juliane Müller
· Mathematical Programming Com... · 0 citations