Related papers: TRUST-TECH based Methods for Optimization and Lear…

Solving stochastic optimal control problems with quadratic control costs can be viewed as approximating a target path space measure, e.g. via gradient-based optimization. In practice, however, this optimization is challenging in particular…

Sequentially solving similar optimization problems under strict runtime constraints is essential for many applications, such as robot control, autonomous driving, and portfolio management. The performance of local optimization methods in…

Machine learning algorithms have been used widely in various applications and areas. To fit a machine learning model into different problems, its hyper-parameters must be tuned. Selecting the best hyper-parameter configuration for machine…

Topology optimization enables the design of highly efficient and complex structures, but conventional iterative methods, such as SIMP-based approaches, often suffer from high computational costs and sensitivity to initial conditions.…

Robust Optimization has traditionally taken a pessimistic, or worst-case viewpoint of uncertainty which is motivated by a desire to find sets of optimal policies that maintain feasibility under a variety of operating conditions. In this…

We propose a novel algorithm, TR-SVR, for solving unconstrained stochastic optimization problems. This method builds on the trust-region framework, which effectively balances local and global exploration in optimization tasks. TR-SVR…

Optimization problems are ubiquitous in our societies and are present in almost every segment of the economy. Most of these optimization problems are NP-hard and computationally demanding, often requiring approximate solutions for…

In this article a topology optimization method is developed, which is aware of material uncertainties. The uncertainties are handled in a worst-case sense, i.e. the worst possible material distribution over a given uncertainty set is taken…

This work elaborates on the TRust-region-ish (TRish) algorithm, a stochastic optimization method for finite-sum minimization problems proposed by Curtis et al. in [Curtis2019, Curtis2022]. A theoretical analysis that complements the results…

In this paper, we study a few challenging theoretical and numerical issues on the well known trust region policy optimization for deep reinforcement learning. The goal is to find a policy that maximizes the total expected reward when the…

Optimization problems with both control variables and environmental variables arise in many fields. This paper introduces a framework of personalized optimization to han- dle such problems. Unlike traditional robust optimization,…

Learned optimizers -- neural networks that are trained to act as optimizers -- have the potential to dramatically accelerate training of machine learning models. However, even when meta-trained across thousands of tasks at huge…

The convergence of many numerical optimization techniques is highly dependent on the initial guess given to the solver. To address this issue, we propose a novel approach that utilizes tensor methods to initialize existing optimization…

Min-max optimization problems involving nonconvex-nonconcave objectives have found important applications in adversarial training and other multi-agent learning settings. Yet, no known gradient descent-based method is guaranteed to converge…

Trust-region algorithms can be applied to very abstract optimization problems because they do not require a specific direction of descent or gradient. This has lead to recent interest in them, in particular in the area of integer optimal…

In this work, we introduce a learning model designed to meet the needs of applications in which computational resources are limited, and robustness and interpretability are prioritized. Learning problems can be formulated as constrained…

We examine a multi-stage stochastic optimization problem characterized by stagewise-independent, decision-dependent noises with strict constraints. The problem assumes convexity in that, following a specific relaxation, it transforms into a…

We propose a stochastic nonconvex optimization algorithm that achieves almost sure $\tilde{\mathcal{O}}(\epsilon^{-1.5})$ iteration complexity for problems with smooth objective functions and gradients only observable with noise. The…

This work uniquely combines an affine linear decision rule known from adjustable robustness with min-max-regret robustness. By doing so, the advantages of both concepts can be obtained with an adjustable solution that is not…

This paper applies Benders decomposition to two-stage stochastic problems for energy planning under climate uncertainty, a key problem for the design of renewable energy systems. To improve performance, we adapt various refinements for…