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This paper presents a particle-based optimization method designed for addressing minimization problems with equality constraints, particularly in cases where the loss function exhibits non-differentiability or non-convexity. The proposed…

Optimization and Control · Mathematics 2026-03-31 José A. Carrillo , Shi Jin , Haoyu Zhang , Yuhua Zhu

A Monte Carlo algorithm is said to be adaptive if it automatically calibrates its current proposal distribution using past simulations. The choice of the parametric family that defines the set of proposal distributions is critical for good…

Statistics Theory · Mathematics 2011-11-11 Christian Schäfer , Nicolas Chopin

This paper proposes several novel optimization algorithms for minimizing a nonlinear objective function. The algorithms are enlightened by the optimal state trajectory of an optimal control problem closely related to the minimized objective…

Optimization and Control · Mathematics 2025-04-01 Hongxia Wang , Yeming Xu , Ziyuan Guo , Huanshui Zhang

Motivated by emerging applications in machine learning, we consider an optimization problem in a general form where the gradient of the objective function is available through a biased stochastic oracle. We assume a bias-control parameter…

Optimization and Control · Mathematics 2026-02-10 Yin Liu , Sam Davanloo Tajbakhsh

A body of work has been done to automate machine learning algorithm to highlight the importance of model choice. Automating the process of choosing the best forecasting model and its corresponding parameters can result to improve a wide…

Machine Learning · Computer Science 2021-09-02 Nadhir Hassen , Irina Rish

A Particle Swarm Optimizer for the search of balanced Boolean functions with good cryptographic properties is proposed in this paper. The algorithm is a modified version of the permutation PSO by Hu, Eberhart and Shi which preserves the…

Neural and Evolutionary Computing · Computer Science 2024-01-10 Luca Mariot , Alberto Leporati , Luca Manzoni

In this work we extend the class of Consensus-Based Optimization (CBO) metaheuristic methods by considering memory effects and a random selection strategy. The proposed algorithm iteratively updates a population of particles according to a…

Optimization and Control · Mathematics 2023-08-16 Giacomo Borghi , Sara Grassi , Lorenzo Pareschi

We study clustering methods for binary data, first defining aggregation criteria that measure the compactness of clusters. Five new and original methods are introduced, using neighborhoods and population behavior combinatorial optimization…

Superoptimization requires the estimation of the best program for a given computational task. In order to deal with large programs, superoptimization techniques perform a stochastic search. This involves proposing a modification of the…

Machine Learning · Computer Science 2016-12-06 Rudy Bunel , Alban Desmaison , M. Pawan Kumar , Philip H. S. Torr , Pushmeet Kohli

This thesis is concerned with continuous, static, and single-objective optimization problems subject to inequality constraints. Nevertheless, some methods to handle other kinds of problems are briefly reviewed. The particle swarm…

Neural and Evolutionary Computing · Computer Science 2021-01-27 Mauro S. Innocente

An overview of some methods of statistical physics applied to the analysis of algorithms for optimization problems (satisfiability of Boolean constraints, vertex cover of graphs, decoding, ...) with distributions of random inputs is…

Computational Complexity · Computer Science 2007-05-23 Simona Cocco , Remi Monasson , Andrea Montanari , Guilhem Semerjian

Estimating statistical models within sensor networks requires distributed algorithms, in which both data and computation are distributed across the nodes of the network. We propose a general approach for distributed learning based on…

Machine Learning · Computer Science 2012-07-03 Qiang Liu , Alexander Ihler

An efficient Bayesian technique for estimation problems in fundamental stellar astronomy is tested on simulated data for a binary observed both astrometrically and spectroscopically. Posterior distributions are computed for the components'…

Solar and Stellar Astrophysics · Physics 2018-10-24 L. B. Lucy

Optimisation problems are ubiquitous in particle and astrophysics, and involve locating the optimum of a complicated function of many parameters that may be computationally expensive to evaluate. We describe a number of global optimisation…

Bayesian Optimisation (BO) methods seek to find global optima of objective functions which are only available as a black-box or are expensive to evaluate. Such methods construct a surrogate model for the objective function, quantifying the…

Machine Learning · Statistics 2023-01-10 Enrico Crovini , Simon L. Cotter , Konstantinos Zygalakis , Andrew B. Duncan

In this paper, we propose an alternative method to the disjoint principal component analysis. The method consists of a principal component analysis with constraints, which allows us to determine disjoint components that are linear…

Neural and Evolutionary Computing · Computer Science 2020-04-23 John Ramírez-Figueroa , Carlos Martín-Barreiro , Ana B. Nieto-Librero , Victor Leiva-Sánchez , Purificación Galindo-Villardón

Particle swarm optimization (PSO) is an iterative search method that moves a set of candidate solution around a search-space towards the best known global and local solutions with randomized step lengths. PSO frequently accelerates…

Neural and Evolutionary Computing · Computer Science 2021-02-25 Johannes Jakubik , Adrian Binding , Stefan Feuerriegel

The acceleration of gradient-based optimization methods is a subject of significant practical and theoretical importance, particularly within machine learning applications. While much attention has been directed towards optimizing within…

Optimization and Control · Mathematics 2024-11-12 Shi Chen , Qin Li , Oliver Tse , Stephen J. Wright

Particle filtering is a popular method for inferring latent states in stochastic dynamical systems, whose theoretical properties have been well studied in machine learning and statistics communities. In many control problems, e.g.,…

Machine Learning · Computer Science 2021-07-12 Simon S. Du , Wei Hu , Zhiyuan Li , Ruoqi Shen , Zhao Song , Jiajun Wu

We discuss non-Euclidean deterministic and stochastic algorithms for optimization problems with strongly and uniformly convex objectives. We provide accuracy bounds for the performance of these algorithms and design methods which are…

Optimization and Control · Mathematics 2014-01-09 Anatoli Iouditski , Yuri Nesterov