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We propose a new homotopy-based conditional gradient method for solving convex optimization problems with a large number of simple conic constraints. Instances of this template naturally appear in semidefinite programming problems arising…

Optimization and Control · Mathematics 2025-01-31 Pavel Dvurechensky , Gabriele Iommazzo , Shimrit Shtern , Mathias Staudigl

Topology optimization under uncertainty or reliability-based topology optimization is usually numerically very expensive. This is mainly due to the fact that an accurate evaluation of the probabilistic model requires the system to be…

Optimization and Control · Mathematics 2024-10-28 Lukas Pflug , Michael Stingl , Andrian Uihlein

Models trained on data composed of different groups or domains can suffer from severe performance degradation under distribution shifts. While recent methods have largely focused on optimizing the worst-group objective, this often comes at…

Machine Learning · Computer Science 2024-06-06 Hoang Phan , Andrew Gordon Wilson , Qi Lei

Selecting the best hyperparameters for a particular optimization instance, such as the learning rate and momentum, is an important but nonconvex problem. As a result, iterative optimization methods such as hypergradient descent lack global…

Machine Learning · Computer Science 2023-12-05 Xinyi Chen , Elad Hazan

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

Topology Optimization (TO), which maximizes structural robustness under material weight constraints, is becoming an essential step for the automatic design of mechanical parts. However, existing TO algorithms use the Finite Element Analysis…

Robotics · Computer Science 2022-04-14 Zherong Pan , Xifeng Gao , Kui Wu

In this paper, a novel stochastic extra-step quasi-Newton method is developed to solve a class of nonsmooth nonconvex composite optimization problems. We assume that the gradient of the smooth part of the objective function can only be…

Optimization and Control · Mathematics 2019-10-22 Minghan Yang , Andre Milzarek , Zaiwen Wen , Tong Zhang

Safe reinforcement learning aims to learn the optimal policy while satisfying safety constraints, which is essential in real-world applications. However, current algorithms still struggle for efficient policy updates with hard constraint…

Machine Learning · Computer Science 2022-06-20 Linrui Zhang , Li Shen , Long Yang , Shixiang Chen , Bo Yuan , Xueqian Wang , Dacheng Tao

In this paper, we study the global optimality of polynomial portfolio optimization (PPO). The PPO is a kind of portfolio selection model with high-order moments and flexible risk preference parameters. We introduce a perturbation sample…

Optimization and Control · Mathematics 2023-09-06 Liu Yang , Yi Yang , Suhan Zhong

Photonic topology optimization is a technique used to find the electric permittivity distribution of a device that optimizes an electromagnetic figure-of-merit. Two common techniques are used: continuous density-based optimizations that…

Applied Physics · Physics 2021-07-21 Conner Ballew , Gregory Roberts , Tianzhe Zheng , Andrei Faraon

We investigate an optimization problem in a queueing system where the service provider selects the optimal service fee p and service capacity \mu to maximize the cumulative expected profit (the service revenue minus the capacity cost and…

Optimization and Control · Mathematics 2025-08-12 Xinyun Chen , Guiyu Hong , Yunan Liu

This paper proposes a novel technique called "successive stochastic smoothing" that optimizes nonsmooth and discontinuous functions while considering various constraints. Our methodology enables local and global optimization, making it a…

Optimization and Control · Mathematics 2023-08-17 Vladimir Norkin , Alois Pichler , Anton Kozyriev

In this paper, we consider non-convex stochastic bilevel optimization (SBO) problems that have many applications in machine learning. Although numerous studies have proposed stochastic algorithms for solving these problems, they are limited…

Optimization and Control · Mathematics 2021-06-15 Zhishuai Guo , Quanqi Hu , Lijun Zhang , Tianbao Yang

This paper studies the Partial Optimal Transport (POT) problem between two unbalanced measures with at most $n$ supports and its applications in various AI tasks such as color transfer or domain adaptation. There is hence the need for fast…

Machine Learning · Computer Science 2023-12-25 Anh Duc Nguyen , Tuan Dung Nguyen , Quang Minh Nguyen , Hoang H. Nguyen , Lam M. Nguyen , Kim-Chuan Toh

The study of online algorithms with machine-learned predictions has gained considerable prominence in recent years. One of the common objectives in the design and analysis of such algorithms is to attain (Pareto) optimal tradeoffs between…

Machine Learning · Computer Science 2024-08-09 Spyros Angelopoulos , Christoph Dürr , Alex Elenter , Yanni Lefki

As the most successful variant and improvement for Trust Region Policy Optimization (TRPO), proximal policy optimization (PPO) has been widely applied across various domains with several advantages: efficient data utilization, easy…

Machine Learning · Computer Science 2019-02-15 Xiangxiang Chu

The state transition algorithm (STA), as an intelligent optimization method grounded in constructivist learning, has been demonstrated to be highly effective in solving complex optimization problems. However, the standard STA suffers from…

Optimization and Control · Mathematics 2026-04-30 Xiaojun Zhou , Chunhua Yang , Weihua Gui , Tingwen Huang

Positive linear programs (LP), also known as packing and covering linear programs, are an important class of problems that bridges computer science, operations research, and optimization. Despite the consistent efforts on this problem, all…

Data Structures and Algorithms · Computer Science 2016-11-15 Zeyuan Allen-Zhu , Lorenzo Orecchia

Automated Machine Learning encompasses a set of meta-algorithms intended to design and apply machine learning techniques (e.g., model selection, hyperparameter tuning, model assessment, etc.). TPOT, a software for optimizing machine…

Machine Learning · Computer Science 2018-01-16 Unai Garciarena , Alexander Mendiburu , Roberto Santana

The traditional element-based topology optimization based on material penalization typically aims at a 0/1 design. Our numerical experiments reveal that the compliance of a smooth design is overestimated when material properties of boundary…

Computational Engineering, Finance, and Science · Computer Science 2020-06-09 Xiaodong Huang