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Existing high-dimensional Bayesian optimization (BO) methods aim to overcome the curse of dimensionality by carefully encoding structural assumptions, from locality to sparsity to smoothness, into the optimization procedure. Surprisingly,…

Machine Learning · Computer Science 2026-04-10 Colin Doumont , Donney Fan , Natalie Maus , Jacob R. Gardner , Henry Moss , Geoff Pleiss

Bayesian optimization (BO) is a powerful approach for seeking the global optimum of expensive black-box functions and has proven successful for fine tuning hyper-parameters of machine learning models. However, BO is practically limited to…

Machine Learning · Statistics 2020-09-28 Riccardo Moriconi , Marc P. Deisenroth , K. S. Sesh Kumar

Multi-Objective Optimization (MOO) techniques have become increasingly popular in recent years due to their potential for solving real-world problems in various fields, such as logistics, finance, environmental management, and engineering.…

Neural and Evolutionary Computing · Computer Science 2024-07-15 Noor A. Rashed , Yossra H. Ali , Tarik A. Rashid , A. Salih

Multimodality is one of the biggest difficulties for optimization as local optima are often preventing algorithms from making progress. This does not only challenge local strategies that can get stuck. It also hinders meta-heuristics like…

Neural and Evolutionary Computing · Computer Science 2020-10-05 Vera Steinhoff , Pascal Kerschke , Pelin Aspar , Heike Trautmann , Christian Grimme

Applying Bayesian optimization in problems wherein the search space is unknown is challenging. To address this problem, we propose a systematic volume expansion strategy for the Bayesian optimization. We devise a strategy to guarantee that…

Machine Learning · Statistics 2019-10-30 Huong Ha , Santu Rana , Sunil Gupta , Thanh Nguyen , Hung Tran-The , Svetha Venkatesh

Multiobjective optimization (MOO) is prevalent in numerous applications, in which a Pareto front (PF) is constructed to display optima under various preferences. Previous methods commonly utilize the set of Pareto objectives (particles on…

Machine Learning · Computer Science 2024-02-16 Xiaoyuan Zhang , Xi Lin , Yichi Zhang , Yifan Chen , Qingfu Zhang

A number of prototypical optimization problems in multi-agent systems (e.g., task allocation and network load-sharing) exhibit a highly local structure: that is, each agent's decision variables are only directly coupled to few other agent's…

Multiagent Systems · Computer Science 2020-03-04 Robin Brown , Federico Rossi , Kiril Solovey , Michael T. Wolf , Marco Pavone

We address the problem of multiple local optima commonly arising in optimization problems for multi-agent systems, where objective functions are nonlinear and nonconvex. For the class of coverage control problems, we propose a systematic…

Optimization and Control · Mathematics 2014-09-09 Xinmiao Sun , Christos G. Cassandras , Kagan Gokbayrak

Optimization of frame structures is formulated as a~non-convex optimization problem, which is currently solved to local optimality. In this contribution, we investigate four optimization approaches: (i) general non-linear optimization, (ii)…

Optimization and Control · Mathematics 2019-09-17 Marek Tyburec , Jan Zeman , Martin Kružík , Didier Henrion

Because of its sample efficiency, Bayesian optimization (BO) has become a popular approach dealing with expensive black-box optimization problems, such as hyperparameter optimization (HPO). Recent empirical experiments showed that the loss…

Machine Learning · Computer Science 2021-11-11 Difan Deng , Marius Lindauer

Identifying the most representative subset for a close-to-submodular objective while satisfying the predefined partition constraint is a fundamental task with numerous applications in machine learning. However, the existing distorted…

Machine Learning · Computer Science 2026-03-24 Qixin Zhang , Wei Huang , Yan Sun , Yao Shu , Yi Yu , Dacheng Tao

Bayesian optimization has been successfully applied to optimize black-box functions where the number of evaluations is severely limited. However, in many real-world applications, it is hard or impossible to know in advance which designs are…

In decision-making problems, the outcome of an intervention often depends on the causal relationships between system components and is highly costly to evaluate. In such settings, causal Bayesian optimization (CBO) can exploit the causal…

Machine Learning · Statistics 2025-02-21 Shriya Bhatija , Paul-David Zuercher , Jakob Thumm , Thomas Bohné

The increasing use of autonomous robot systems in hazardous environments underscores the need for efficient search and rescue operations. Despite significant advancements, existing literature on object search often falls short in overcoming…

Robotics · Computer Science 2024-04-08 Matthew Collins , Jared J. Beard , Nicholas Ohi , Yu Gu

We propose a new approach to the computation of the hypervolume indicator, based on partitioning the dominated region into a set of axis-parallel hyperrectangles or boxes. We present a nonincremental algorithm and an incremental algorithm,…

Discrete Mathematics · Computer Science 2015-10-09 Renaud Lacour , Kathrin Klamroth , Carlos M. Fonseca

This paper is devoted to the theoretical and numerical investigation of an augmented Lagrangian method for the solution of optimization problems with geometric constraints. Specifically, we study situations where parts of the constraints…

Optimization and Control · Mathematics 2022-04-20 Xiaoxi Jia , Christian Kanzow , Patrick Mehlitz , Gerd Wachsmuth

We prove new upper bounds on the number of representations of rational numbers $\frac{m}{n}$ as a sum of $4$ unit fractions, giving five different regions, depending on the size of $m$ in terms of $n$. In particular, we improve the most…

Number Theory · Mathematics 2020-12-14 Christian Elsholtz , Stefan Planitzer

Bayesian optimization offers a flexible framework to optimize an objective function that is expensive to be evaluated. A Bayesian optimizer iteratively queries the function values on its carefully selected points. Subsequently, it makes a…

Machine Learning · Computer Science 2019-06-25 Yang Li , Yaqiang Yao

Bayesian optimization (BO) is a popular algorithm for solving challenging optimization tasks. It is designed for problems where the objective function is expensive to evaluate, perhaps not available in exact form, without gradient…

Machine Learning · Statistics 2018-08-22 Umberto Noè , Dirk Husmeier

The proximal point algorithm is a widely used tool for solving a variety of convex optimization problems such as finding zeros of maximally monotone operators, fixed points of nonexpansive mappings, as well as minimizing convex functions.…

Optimization and Control · Mathematics 2018-04-19 Laurentiu Leustean , Adriana Nicolae , Andrei Sipos
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