Many modern scientific and engineering applications involve high-dimensional stochastic objectives that are both nonsmooth and derivative-free, where classical full-space trust-region methods become computationally prohibitive. This project extends deterministic nonsmooth trust-region frameworks to a scalable stochastic setting by integrating random low-dimensional subspace models, probabilistic acceptance rules, and noise-aware sampling strategies into a Python implementation. The outcome will be a modular, well-documented package implementing subspace-based stochastic trust-region algorithms, validated on noisy high-dimensional benchmarks with reproducible experiments.
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Job Type
Full-time
Career Level
Intern
Education Level
No Education Listed