Related papers: Global Continuous Optimization with Error Bound an…
Grover's algorithm can be employed in global optimization methods providing, in some cases, a quadratic speedup over classical algorithms. This paper describes a new method for continuous global optimization problems that uses a classical…
Real-world applications involve various discrete optimization problems. Designing a specialized optimizer for each of these problems is challenging, typically requiring significant domain knowledge and human efforts. Hence, developing…
High-dimensional black-box optimisation remains an important yet notoriously challenging problem. Despite the success of Bayesian optimisation methods on continuous domains, domains that are categorical, or that mix continuous and…
Local optimization presents a promising approach to expensive, high-dimensional black-box optimization by sidestepping the need to globally explore the search space. For objective functions whose gradient cannot be evaluated directly,…
Error bound analysis, which estimates the distance of a point to the solution set of an optimization problem using the optimality residual, is a powerful tool for the analysis of first-order optimization algorithms. In this paper, we use…
This paper introduces a numerical method to enclose the global minimum of a nonlinear function subject to simple bounds on the variables. Using interval analysis, coupled with the computational power and architecture of graphics processing…
Recent work on Bayesian optimization has shown its effectiveness in global optimization of difficult black-box objective functions. Many real-world optimization problems of interest also have constraints which are unknown a priori. In this…
We study the limit computability of finding a global optimum of a continuous function. We give a short proof to show that the problem of checking whether a point is a global minimum is not limit computable. Thereby showing the same for the…
Several fundamental problems in science and engineering consist of global optimization tasks involving unknown high-dimensional (black-box) functions that map a set of controllable variables to the outcomes of an expensive experiment.…
The diverse world of machine learning applications has given rise to a plethora of algorithms and optimization methods, finely tuned to the specific regression or classification task at hand. We reduce the complexity of algorithm design for…
Contemporary global optimization algorithms are based on local measures of utility, rather than a probability measure over location and value of the optimum. They thus attempt to collect low function values, not to learn about the optimum.…
Recent LLM-driven discoveries have renewed interest in geometric packing problems. In this paper, we study several classes of such packing problems through the lens of modern global nonlinear optimization. Starting from comparatively direct…
Global optimization is an active area of research in atomistic simulations, and many algorithms have been proposed to date. A prominent example is basin hopping Monte Carlo, which performs a modified Metropolis Monte Carlo search to explore…
When optimizing real-time systems, designers often face a challenging problem where the schedulability constraints are non-convex, non-continuous, or lack an analytical form to understand their properties. Although the optimization…
Efficient global optimization is the problem of minimizing an unknown function f, using as few evaluations f(x) as possible. It can be considered as a continuum-armed bandit problem, with noiseless data and simple regret. Expected…
In real-time systems optimization, designers often face a challenging problem posed by the non-convex and non-continuous schedulability conditions, which may even lack an analytical form to understand their properties. To tackle this…
In this paper we propose a new parallel algorithm for solving global optimization (GO) multidimensional problems. The method unifies two powerful approaches for accelerating the search: parallel computations and local tuning on the behavior…
We study global optimization (GOP) in the framework of non-linear inverse problems with a unique solution. These problems are in general ill-posed. Evaluation of the objective function is often expensive, as it implies the solution of a…
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)…
The graduated optimization approach, also known as the continuation method, is a popular heuristic to solving non-convex problems that has received renewed interest over the last decade. Despite its popularity, very little is known in terms…