PDFO: cross-platform interfaces for late Professor M. J. D. Powell's derivative-free optimization solvers (v1.0 released)

PolyU offers an MSc Programme in Data Science and Analytics.

Current Position

Research interests

Research papers

  • S. Gratton, C. W. Royer, L. N. Vicente, Z. Zhang, Direct search based on probabilistic feasible descent for bound and linearly constrained problems, Comput. Optim. Appl., 72: 525–559, 2019 [pdf] [SpringerLink]

  • X. Chen, C. T. Kelley, F. Xu, Z. Zhang, A smoothing direct search method for Monte Carlo-based bound constrained composite nonsmooth optimization, SIAM J. Sci. Comput., 40(4): A2174–A2199, 2018 [pdf] [SIAM epubs]

  • S. Gratton, C. W. Royer, L. N. Vicente, Z. Zhang, Complexity and global rates of trust-region methods based on probabilistic models, IMA J. Numer. Anal., 38(3): 1579–1597, 2018 [pdf] [link]

  • M. Dodangeh, L. N. Vicente, Z. Zhang, On the optimal order of worst case complexity of direct search, Optim. Lett., 10(4): 699–708, 2016 [pdf] [SpringerLink]

  • S. Gratton, C. W. Royer, L. N. Vicente, Z. Zhang, Direct search based on probabilistic descent, SIAM J. Optim., 25(3): 1515–1541, 2015 [pdf] [SIAM epubs]

  • Z. Zhang, Sobolev seminorm of quadratic functions with applications to derivative-free optimization, Math. Program., 146(1–2): 77–96, 2014 (based on sections 4.3–4.5 of my thesis) [pdf] [SpringerLink]

External grants

  • Oct. 2020–Sept. 2023, “Derivative-free Optimization with Space Decomposition, Coarse Space Correction, and Randomization”, PI, awarded by the Research Grants Council (RGC) of Hong Kong under the General Research Fund (GRF)

  • Jan. 2018–Dec. 2020, “Nonlinear Optimization Based on Inaccurate Information”, PI, awarded by the Research Grants Council (RGC) of Hong Kong under the Early Career Scheme (ECS)

Education

Contact

  • Address: TU824, Yip Kit Chuen Bldg., Hong Kong Polytechnic University, Hung Hom, Kowloon, Hong Kong, China

  • Email: zaikun.zhang [&] polyu.edu.hk, zaikunzhang [&] gmail.com

  • Tel: +852-27664592

  • Fax: +852-23629045