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We propose an algorithmic framework, that employs active subspace techniques, for scalable global optimization of functions with low effective dimension (also referred to as low-rank functions). This proposal replaces the original…

Optimization and Control · Mathematics 2024-02-01 Coralia Cartis , Xinzhu Liang , Estelle Massart , Adilet Otemissov

This article aims to introduce the paradigm of distributional robustness from the field of convex optimization to tackle optimal design problems under uncertainty. We consider realistic situations where the physical model, and thereby the…

Optimization and Control · Mathematics 2025-07-30 Charles Dapogny , Julien Prando , Boris Thibert

The work explores a specific scenario for structural computational optimization based on the following elements: (a) a relaxed optimization setting considering the ersatz (bi-material) approximation, (b) a treatment based on a nonsmoothed…

Computational Engineering, Finance, and Science · Computer Science 2021-08-06 J. Oliver , D. Yago , J. Cante , O. Lloberas-Valls

This paper presents an algorithm for reliability-based topology optimization of linear elastic continua under random-field material model. The modelling random field is discretized into a small number of random variables, and then the…

Optimization and Control · Mathematics 2022-01-03 Trung Pham , Christopher Hoyle

We propose a duality theory for multi-marginal repulsive cost that appear in optimal transport problems arising in Density Functional Theory. The related optimization problems involve probabilities on the entire space and, as minimizing…

Analysis of PDEs · Mathematics 2019-07-22 Guy Bouchitté , Giuseppe Buttazzo , Thierry Champion , Luigi De Pascale

Given $N$ unit points charges on the surface of a unit conducting sphere, what configuration of charges minimizes the Coulombic energy $\sum_{i>j=1}^N 1/r_{ij}$? Due to an exponential rise in good local minima, finding global minima for…

Other Condensed Matter · Physics 2009-11-11 Eric Lewin Altschuler , Antonio Perez-Garrido

The maximum (or minimum) generalized eigenvalue of symmetric positive semidefinite matrices that depend on optimization variables often appears as objective or constraint functions in structural topology optimization when we consider…

Optimization and Control · Mathematics 2024-05-09 Akatsuki Nishioka , Yoshihiro Kanno

Random dimensionality reduction is a versatile tool for speeding up algorithms for high-dimensional problems. We study its application to two clustering problems: the facility location problem, and the single-linkage hierarchical clustering…

Data Structures and Algorithms · Computer Science 2021-07-06 Shyam Narayanan , Sandeep Silwal , Piotr Indyk , Or Zamir

We compute the probability of positive large deviations of the free energy per spin in mean-field Spin-Glass models. The probability vanishes in the thermodynamic limit as $P(\Delta f) \propto \exp[-N^2 L_2(\Delta f)]$. For the…

Disordered Systems and Neural Networks · Physics 2012-10-31 Giorgio Parisi , Tommaso Rizzo

We devise a deterministic algorithm to efficiently sample high-quality solutions of certain spin-glass systems that encode hard optimization problems. We employ tensor networks to represent the Gibbs distribution of all possible…

Statistical Mechanics · Physics 2021-09-07 Marek M. Rams , Masoud Mohseni , Daniel Eppens , Konrad Jałowiecki , Bartłomiej Gardas

We propose an efficient probabilistic method to solve a deterministic problem -- we present a randomized optimization approach that drastically reduces the enormous computational cost of optimizing designs under many load cases for both…

Optimization and Control · Mathematics 2017-10-11 Xiaojia Zhang , Eric de Sturler , Glaucio H. Paulino

The potential of recovering the topology of a grid using solely publicly available market data is explored here. In contemporary whole-sale electricity markets, real-time prices are typically determined by solving the network-constrained…

Machine Learning · Computer Science 2014-02-17 Vassilis Kekatos , Georgios B. Giannakis , Ross Baldick

Finding global optima in high-dimensional optimization problems is extremely challenging since the number of function evaluations required to sufficiently explore the search space increases exponentially with its dimensionality.…

Machine Learning · Computer Science 2022-11-04 Julian F. Schumann , Alejandro M. Aragón

We consider the minimization of a cost function $f$ on a manifold $M$ using Riemannian gradient descent and Riemannian trust regions (RTR). We focus on satisfying necessary optimality conditions within a tolerance $\varepsilon$.…

Optimization and Control · Mathematics 2018-05-01 Nicolas Boumal , P. -A. Absil , Coralia Cartis

We study the large $N$-dimensional limit of the Hessian spectrum at the global minimum of some subclasses of the spherical mixed $p$-spin models. Specifically, we show that its empirical spectral measure converges in probability to a…

Mathematical Physics · Physics 2025-07-29 Hao Xu , Haoran Yang

Optimization problems on probability measures in $\mathbb{R}^d$ are considered where the cost functional involves multi-marginal optimal transport. In a model of $N$ interacting particles, like in Density Functional Theory, the interaction…

Optimization and Control · Mathematics 2022-10-14 Ugo Bindini , Guy Bouchitté

Using numerical arguments we find that for $N$ = 306 a tetrahedral configuration ($T_h$) and for N=542 a dihedral configuration ($D_5$) are likely the global energy minimum for Thomson's problem of minimizing the energy of $N$ unit charges…

Other Condensed Matter · Physics 2007-05-23 Eric Lewin Altschuler , Antonio Perez-Garrido

Minimization of a stochastic cost function is commonly used for approximate sampling in high-dimensional Bayesian inverse problems with Gaussian prior distributions and multimodal posterior distributions. The density of the samples…

Numerical Analysis · Mathematics 2022-06-03 Yuming Ba , Jana de Wiljes , Dean S. Oliver , Sebastian Reich

This paper presents global optimal solutions to a nonconvex quadratic minimization problem over a sphere constraint. The problem is well-known as a trust region subproblem and has been studied extensively for decades. The main challenge is…

Optimization and Control · Mathematics 2013-08-22 Yi Chen , David Y. Gao

We solve the problem of minimizing the number of critical points among all functions on a surface within a prescribed distance {\delta} from a given input function. The result is achieved by establishing a connection between discrete Morse…

Computational Geometry · Computer Science 2015-05-07 Ulrich Bauer , Carsten Lange , Max Wardetzky