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We consider global optimization problems, where the feasible region $\X$ is a compact subset of $\mathbb{R}^d$ with $d \geq 10$. For these problems, we demonstrate the following. First: the actual convergence of global random search…

Optimization and Control · Mathematics 2023-02-27 Jack Noonan , Anatoly Zhigljavsky

One of the challenges in optimization of high dimensional problems is finding appropriate solutions in a way that are as close as possible to the global optima. In this regard, one of the most common phenomena that occurs is the curse of…

Optimization and Control · Mathematics 2021-12-22 Somayeh Seifi Shalamzari , Mojtaba Banifakhr

Evolutionary Algorithms (EAs) are being routinely applied for a variety of optimization tasks, and real-parameter optimization in the presence of constraints is one such important area. During constrained optimization EAs often create…

Neural and Evolutionary Computing · Computer Science 2015-04-20 Nikhil Padhye , Pulkit Mittal , Kalyanmoy Deb

In this paper is proposed a new heuristic approach belonging to the field of evolutionary Estimation of Distribution Algorithms (EDAs). EDAs builds a probability model and a set of solutions is sampled from the model which characterizes the…

The minimisation of cost functions is crucial in various optimisation fields. However, identifying their global minimum remains challenging owing to the huge computational cost incurred. This work analytically expresses the computational…

Neural and Evolutionary Computing · Computer Science 2021-11-22 Takuya Isomura

The efficiency of any metaheuristic algorithm largely depends on the way of balancing local intensive exploitation and global diverse exploration. Studies show that bat algorithm can provide a good balance between these two key components…

Optimization and Control · Mathematics 2014-08-25 Xin-She Yang , Suash Deb , Simon Fong

For solving pseudo-convex global optimization problems, we present a novel fully adaptive steepest descent method (or ASDM) without any hard-to-estimate parameters. For the step-size regulation in an $\varepsilon$-normalized direction, we…

Optimization and Control · Mathematics 2021-08-12 Z. R. Gabidullina

We study the implicit bias of generic optimization methods, such as mirror descent, natural gradient descent, and steepest descent with respect to different potentials and norms, when optimizing underdetermined linear regression or…

Machine Learning · Statistics 2020-06-24 Suriya Gunasekar , Jason Lee , Daniel Soudry , Nathan Srebro

The paper proves convergence to global optima for a class of distributed algorithms for nonconvex optimization in network-based multi-agent settings. Agents are permitted to communicate over a time-varying undirected graph. Each agent is…

Optimization and Control · Mathematics 2019-03-19 Brian Swenson , Soummya Kar , H. Vincent Poor , Jose' M. F. Moura

Conservation principles like conservation of charge or energy provide a natural way to couple and constrain different physical variables. In this letter, we propose a dynamical system model that exploits these constraints for solving…

Optimization and Control · Mathematics 2017-07-24 Oindrila Chatterjee , Shantanu Chakrabartty

Formal coordination mechanisms are of growing importance as human-based service delivery becomes more globalized and informal mechanisms are no longer effective. Further it is becoming apparent that business environments, communication…

Other Computer Science · Computer Science 2014-06-03 Lav R. Varshney , Shivali Agarwal , Yi-Min Chee , Renuka R. Sindhgatta , Daniel V. Oppenheim , Juhnyoung Lee , Krishna Ratakonda

Bayesian optimization is a class of data efficient model based algorithms typically focused on global optimization. We consider the more general case where a user is faced with multiple problems that each need to be optimized conditional on…

Machine Learning · Statistics 2020-11-04 Michael Pearce , Janis Klaise , Matthew Groves

The global minimum point of an optimization problem is of interest in engineering fields and it is difficult to be found, especially for a nonconvex large-scale optimization problem. In this article, we consider a new memetic algorithm for…

Neural and Evolutionary Computing · Computer Science 2023-12-14 Xin-long Luo , Hang Xiao , Sen Zhang

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…

A global optimization framework, acronymed COMBEO (Change OfMeasure Based Evolutionary Optimization), is proposed. An important aspect in the development is a set of derivative-free additive directional terms obtainable through a change of…

Methodology · Statistics 2014-11-10 Saikat Sarkar , Debasish Roy

Most optimization problems in real life applications are often highly nonlinear. Local optimization algorithms do not give the desired performance. So, only global optimization algorithms should be used to obtain optimal solutions. This…

Neural and Evolutionary Computing · Computer Science 2012-11-28 Mohammed El-Dosuky , Ahmed EL-Bassiouny , Taher Hamza , Magdy Rashad

In this work, we present a new deterministic partition-based global optimization algorithm, HALO (Hybrid Adaptive Lipschitzian Optimization), which uses estimates of the local Lipschitz constants associated with different sub-regions of the…

Optimization and Control · Mathematics 2026-03-18 Danny D'Agostino

Constrained non-convex optimization is fundamentally challenging, as global solutions are generally intractable and constraint qualifications may not hold. However, in many applications, including safe policy optimization in control and…

Optimization and Control · Mathematics 2025-11-14 Ilyas Fatkhullin , Niao He , Guanghui Lan , Florian Wolf

Global optimisation problems in high-dimensional and infinite dimensional spaces arise in various real-world applications such as engineering, economics, geophysics, biology, machine learning, optimal control, etc. Among stochastic…

Optimization and Control · Mathematics 2021-01-06 Andrew Yu. Morozov , Oleg Kuzenkov , Simran K. Sandhu

In this paper we present a metaheuristic for global optimization called General Algorithmic Search (GAS). Specifically, GAS is a stochastic, single-objective method that evolves a swarm of agents in search of a global extremum. Numerical…

Optimization and Control · Mathematics 2017-05-25 Sergio Hernández , Guillem Duran , José M. Amigó
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