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Robotics has dramatically increased our ability to gather data about our environments, creating an opportunity for the robotics and algorithms communities to collaborate on novel solutions to environmental monitoring problems. To understand…
We initiate a formal study of reproducibility in optimization. We define a quantitative measure of reproducibility of optimization procedures in the face of noisy or error-prone operations such as inexact or stochastic gradient computations…
Optimization problems are ubiquitous in our societies and are present in almost every segment of the economy. Most of these optimization problems are NP-hard and computationally demanding, often requiring approximate solutions for…
Evolutionary computation offers a variety of tools to solve complex real-world optimization problems. However, research often focuses on smaller, simplified problems and optimization algorithms that sometimes miss expectations in real-world…
This paper is about how to partition decision variables while decomposing a large-scale optimization problem for the best performance of distributed solution methods. Solving a large-scale optimization problem sequen- tially can be…
Optimization aims at selecting a feasible set of parameters in an attempt to solve a particular problem, being applied in a wide range of applications, such as operations research, machine learning fine-tuning, and control engineering,…
Optimization by stochastic gradient descent is an important component of many large-scale machine learning algorithms. A wide variety of such optimization algorithms have been devised; however, it is unclear whether these algorithms are…
Manifold optimization is ubiquitous in computational and applied mathematics, statistics, engineering, machine learning, physics, chemistry and etc. One of the main challenges usually is the non-convexity of the manifold constraints. By…
Optimization problems involving mixed variables (i.e., variables of numerical and categorical nature) can be challenging to solve, especially in the presence of mixed-variable constraints. Moreover, when the objective function is the result…
Self-optimizing control is a strategy for selecting controlled variables, where the economic objective guides the selection and design of controlled variables, with the expectation that maintaining the controlled variables at constant…
Physical systems are modelled and investigated within simulation software in an increasing range of applications. In reality an investigation of the system is often performed by empirical test scenarios which are related to typical…
We propose reduced order methods as a suitable approach to face parametrized optimal control problems governed by partial differential equations, with applications in en- vironmental marine sciences and engineering. Environmental…
Machine learning develops rapidly, which has made many theoretical breakthroughs and is widely applied in various fields. Optimization, as an important part of machine learning, has attracted much attention of researchers. With the…
With the growth of data and necessity for distributed optimization methods, solvers that work well on a single machine must be re-designed to leverage distributed computation. Recent work in this area has been limited by focusing heavily on…
Optimization seeks extremal points in a function. When there are superextensively many optima, optimization algorithms are liable to get stuck. Under these conditions, generic algorithms tend to find marginal optima, which have many nearly…
Robust Optimization has traditionally taken a pessimistic, or worst-case viewpoint of uncertainty which is motivated by a desire to find sets of optimal policies that maintain feasibility under a variety of operating conditions. In this…
Almost all optimization algorithms have algorithm-dependent parameters, and the setting of such parameter values can largely influence the behaviour of the algorithm under consideration. Thus, proper parameter tuning should be carried out…
In this paper, we propose new sequential randomized algorithms for convex optimization problems in the presence of uncertainty. A rigorous analysis of the theoretical properties of the solutions obtained by these algorithms, for full…
This thesis is concerned with continuous, static, and single-objective optimization problems subject to inequality constraints. Nevertheless, some methods to handle other kinds of problems are briefly reviewed. The particle swarm…
This article focuses on the optimization of a complex system which is composed of several subsystems. On the one hand, these subsystems are subject to multiple objectives, local constraints as well as local variables, and they are…