Theory, algorithms, and software of mathematical optimization, especially
derivative-free (zeroth-order) methods
randomized methods
large-scale problems
noisy problems
X. Chen, Y. He, and Z. Zhang, Tight Error Bounds for the Sign-Constrained Stiefel Manifold, SIAM J. Optim., 35:302–329, 2025 [pdf]
T. M. Ragonneau and Z. Zhang, PDFO: A Cross-Platform Package for Powell’s Derivative-Free Optimization Solvers, Math. Program. Comput., 16:535–559, 2024 [pdf]
S. Gratton, C. W. Royer, L. N. Vicente, and Z. Zhang, Complexity and Global Rates of Trust-Region Methods Based on Probabilistic Models, IMA J. Numer. Anal., 38:1579–1597, 2018 [pdf]
S. Gratton, C. W. Royer, L. N. Vicente, and Z. Zhang, Direct Search Based on Probabilistic Descent, SIAM J. Optim., 25:1515–1541, 2015 [pdf]
Z. Zhang, Sobolev Seminorm of Quadratic Functions With Applications to Derivative-Free Optimization, Math. Program., 146:77–96, 2014 (based on sections 4.3–4.5 of my thesis) [pdf]
Address: Room 721, School of Mathematics, Sun Yat-sen University, No. 135 Xin Gang West Road, Guangzhou 510275, China
Email: zhangzaikun [&] mail.sysu.edu.cn, zaikunzhang [&] gmail.com