A note on the complexity of random subspace model-based methods for derivative-free optimization
We demonstrate that, with a suitable rescaling, using Johnson-Lindenstrauss transforms (JLTs) in the random subspace model-based derivative-free optimization (DFO) algorithm from [Cartis&Roberts, Math. Prog. 199 (2023)] achieves an improved worst-case evaluation complexity bound compared to'unscaled'JLTs. This improved...