Publications, Preprints, and Technical Reports

2023

• The error in multivariate linear extrapolation with applications to derivative-free optimization [arXiv][pdf]
  Liyuan Cao, Zaiwen Wen, and Ya-xiang Yuan
  arXiv preprint, 2023

• First-and Second-Order High Probability Complexity Bounds for Trust-Region Methods with Noisy Oracles [arXiv][link][pdf]
  Liyuan Cao, Albert Berahas, and Katya Scheinberg
  Mathematical Programming, 2023

2022

• A theoretical and empirical comparison of gradient approximations in derivative-free optimization [link] [pdf]
  Albert Berahas, Liyuan Cao, Krzysztof Choromanski, and Katya Scheinberg
  Foundations of Computational Mathematics 22, 507-560, 2022

2021

• Model-Based Derivative-Free Optimization Methods and Analysis of Stochastic Nonlinear Optimization [link]
  Liyuan Cao
  Ph.D. dissertation

• Global convergence rate analysis of a generic line search algorithm with noise [link] [pdf]
  Albert Berahas, Liyuan Cao, and Katya Scheinberg
  SIAM Journal on Optimization, 31 (2):1489-1518, 2021

2020

• A new algorithm for quadratic integer programming problems with cardinality constraint [pdf]
  Fenlan Wang, Liyuan Cao
  Japan Journal of Industrial and Applied Mathematics 37 (2), 449-460, 2020

2019

• Linear interpolation gives better gradients than Gaussian smoothing in derivative-free optimization [pdf]
  Albert S Berahas, Liyuan Cao, Krzysztof Choromanski, and Katya Scheinberg
  technical report