Research at FAST

111 Department of Applied Mathematics Department of Applied Mathematics Qualification BSc (JLU) PhD (CAS) ORCID ID 0000-0001-8934-8190 Dr ZHANG Zaikun Assistant Professor Research Overview Theory and algorithms of mathematical optimization, especially algorithms for problems where derivatives are not available (derivative-free optimization) or inaccurate (methods based on inaccurate information). Such problems arise frequently from real-world applications, but they are often uncovered by conventional algorithms and analysis. My research aims to develop both efficient methods and insightful theory for such optimization problems. Representative Publications • 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., 2019 , 72, 525-559 • X. Chen, C. T. Kelley, F. Xu, Z. Zhang , A smoothing direct search method for Monte Carlo based nonsmooth optimization, SI AM J. Sci. Comput., 2018 , 40, A2174-A2199 • 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., 2018 , 38, 1579-1597 • S. Gratton, C. W. Royer, L. N. Vicente, Z. Zhang , Direct search based on probabilistic descent, SIAM J. Optim., 2015 , 25, 1515-1541 • Z. Zhang , Sobolev seminorm of quadratic functions with applications to derivative-free optimization, Math. Program., 2014 , 146, 77-96 Representative Grants • Jan. 2018 -Dec. 2020 , “Nonlinear Optimization Based on Inaccurate Information”, PI, awarded by the Research Grants Council of Hong Kong under the Early Career Scheme • Jan. 2017 -Dec. 2018 , “Space Decomposition Methods for Constrained Optimization with Engineering Applications”, Hong Kong PI (French PI: S. Gratton), jointly awarded by the Research Grants Council of Hong Kong and le Consulat Général de France à Hong Kong & Macao under the PROCORE - France/Hong Kong Joint Research Scheme