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Bayesian Optimization (BO) is an effective method for finding the global optimum of expensive black-box functions. However, it is well known that applying BO to high-dimensional optimization problems is challenging. To address this issue, a…

Machine Learning · Statistics 2024-02-06 Lam Ngo , Huong Ha , Jeffrey Chan , Vu Nguyen , Hongyu Zhang

We consider a distributed non-convex optimization where a network of agents aims at minimizing a global function over the Stiefel manifold. The global function is represented as a finite sum of smooth local functions, where each local…

Optimization and Control · Mathematics 2021-02-16 Shixiang Chen , Alfredo Garcia , Mingyi Hong , Shahin Shahrampour

In numerous applications across all science and engineering areas, there are optimization problems where both the objective function and the constraints have no closed-form expression or are too complex to be managed analytically, that they…

Optimization and Control · Mathematics 2022-02-24 Lorenzo Sabug , Fredy Ruiz , Lorenzo Fagiano

Random sample consensus (RANSAC) is a successful algorithm in model fitting applications. It is vital to have strong exploration phase when there are an enormous amount of outliers within the dataset. Achieving a proper model is guaranteed…

Neural and Evolutionary Computing · Computer Science 2017-11-28 Ehsan Shojaedini , Mahshid Majd , Reza Safabakhsh

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…

Robotics · Computer Science 2023-11-23 Suhan Shetty , Teguh Lembono , Tobias Loew , Sylvain Calinon

Bayesian optimization is a powerful tool to optimize a black-box function, the evaluation of which is time-consuming or costly. In this paper, we propose a new approach to Bayesian optimization called GP-MGC, which maximizes multiscale…

Machine Learning · Computer Science 2021-03-18 Takuya Kanazawa

The optimal control of a mechanical system is of crucial importance in many realms. Typical examples are the determination of a time-minimal path in vehicle dynamics, a minimal energy trajectory in space mission design, or optimal motion…

Optimization and Control · Mathematics 2008-10-09 S. Ober-Bloebaum , O. Junge , J. E. Marsden

The advancement of artificial intelligence has cast a new light on the development of optimization algorithm. This paper proposes to learn a two-phase (including a minimization phase and an escaping phase) global optimization algorithm for…

Machine Learning · Computer Science 2020-03-11 Haotian Zhang , Jianyong Sun , Zongben Xu

Evolutionary strategies have recently been shown to achieve competing levels of performance for complex optimization problems in reinforcement learning. In such problems, one often needs to optimize an objective function subject to a set of…

Neural and Evolutionary Computing · Computer Science 2022-02-23 Youssef Diouane , Aurelien Lucchi , Vihang Patil

Optimization of expensive computer models with the help of Gaussian process emulators in now commonplace. However, when several (competing) objectives are considered, choosing an appropriate sampling strategy remains an open question. We…

Optimization and Control · Mathematics 2013-10-03 Victor Picheny

Sampling-based model predictive control (MPC) has found significant success in optimal control problems with non-smooth system dynamics and cost function. Many machine learning-based works proposed to improve MPC by a) learning or…

Machine Learning · Computer Science 2024-01-08 Sungwook Yang , Chaoying Pei , Ran Dai , Chuangchuang Sun

This paper presents an optimization-based receding horizon trajectory planning algorithm for dynamical systems operating in unstructured and cluttered environments. The proposed approach is a two-step procedure that uses a motion planning…

Optimization and Control · Mathematics 2019-12-12 Kristoffer Bergman , Oskar Ljungqvist , Torkel Glad , Daniel Axehill

The rotatable reconfigurable intelligent surface (RIS) can enhance mobile edge computing (MEC) performance by optimizing its orientation to improve the gain of received and transmitted signals. This correspondence investigates a rotatable…

Networking and Internet Architecture · Computer Science 2025-03-24 Bin Li , Dongdong Yang , Lei Liu

In terms of the concepts of state and state transition, a new algorithm-State Transition Algorithm (STA) is proposed in order to probe into classical and intelligent optimization algorithms. On the basis of state and state transition, it…

Optimization and Control · Mathematics 2012-10-15 Xiaojun Zhou , Chunhua Yang , Weihua Gui

Choosing an appropriate optimization algorithm is essential to achieving success in optimization challenges. Here we present a new evolutionary algorithm structure that utilizes a reinforcement learning-based agent aimed at addressing these…

Neural and Evolutionary Computing · Computer Science 2024-04-18 Farajollah Tahernezhad-Javazm , Debbie Rankin , Naomi Du Bois , Alice E. Smith , Damien Coyle

The main goal of this paper is to relate the topologically relevant stationary points of a cardinality-constrained optimization problem and its continuous reformulation up to their type. For that, we focus on the nondegenerate M- and…

Optimization and Control · Mathematics 2022-12-29 Sebastian Lämmel , Vladimir Shikhman

The aim of global optimization is to find the global optimum of arbitrary classes of functions, possibly highly multimodal ones. In this paper we focus on the subproblem of global optimization for differentiable functions and we propose an…

Neural and Evolutionary Computing · Computer Science 2018-06-18 Louis Faury , Flavian Vasile , Clément Calauzènes , Olivier Fercoq

There is a recent surge of interest in nonconvex reformulations via low-rank factorization for stochastic convex semidefinite optimization problem in the purpose of efficiency and scalability. Compared with the original convex formulations,…

Optimization and Control · Mathematics 2018-02-27 Jinshan Zeng , Ke Ma , Yuan Yao

Bayesian Optimization using Gaussian Processes is a popular approach to deal with the optimization of expensive black-box functions. However, because of the a priori on the stationarity of the covariance matrix of classic Gaussian…

Machine Learning · Statistics 2019-05-10 Ali Hebbal , Loic Brevault , Mathieu Balesdent , El-Ghazali Talbi , Nouredine Melab

In many global Optimization Problems, it is required to evaluate a global point (min or max) in large space that calculation effort is very high. In this paper is presented new approach for optimization problem with subdivision labeling…

Neural and Evolutionary Computing · Computer Science 2013-07-23 Masoumeh Vali