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Black box optimization requires specifying a search space to explore for solutions, e.g. a d-dimensional compact space, and this choice is critical for getting the best results at a reasonable budget. Unfortunately, determining a high…

Machine Learning · Computer Science 2021-12-20 Setareh Ariafar , Justin Gilmer , Zachary Nado , Jasper Snoek , Rodolphe Jenatton , George E. Dahl

Metaheuristic algorithms are becoming an important part of modern optimization. A wide range of metaheuristic algorithms have emerged over the last two decades, and many metaheuristics such as particle swarm optimization are becoming…

Optimization and Control · Mathematics 2012-12-04 Xin-She Yang

In this article, we discuss two algorithms tailored to discrete-time deterministic finite-horizon nonlinear optimal control problems or so-called deterministic trajectory optimization problems. Both algorithms can be derived from an…

Optimization and Control · Mathematics 2024-12-10 Mohammad Mahmoudi Filabadi , Tom Lefebvre , Guillaume Crevecoeur

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…

Systems and Control · Electrical Eng. & Systems 2024-01-23 Sen Wang , Dong Li , Shao-Yu Huang , Xuanliang Deng , Ashrarul H. Sifat , Changhee Jung , Ryan Williams , Haibo Zeng

In this paper, we focus on the solution of a hard single machine scheduling problem by new heuristic algorithms embedding techniques from machine learning field and scheduling theory. These heuristics transform an instance of the hard…

Optimization and Control · Mathematics 2021-01-05 Axel Parmentier , Vincent T'Kindt

Bayesian optimization provides an effective method to optimize expensive-to-evaluate black box functions. It has been widely applied to problems in many fields, including notably in computer science, e.g. in machine learning to optimize…

Machine Learning · Computer Science 2025-11-18 Mike Diessner , Joseph O'Connor , Andrew Wynn , Sylvain Laizet , Yu Guan , Kevin Wilson , Richard D. Whalley

We present a developmental framework based on a long-term memory and reasoning mechanisms (Vision Similarity and Bayesian Optimisation). This architecture allows a robot to optimize autonomously hyper-parameters that need to be tuned from…

Robotics · Computer Science 2018-10-22 Maxime Petit , Amaury Depierre , Xiaofang Wang , Emmanuel Dellandréa , Liming Chen

The key to reconciling the polynomial-time intractability of many machine learning tasks in the worst case with the surprising solvability of these tasks by heuristic algorithms in practice seems to be exploiting restrictions on real-world…

Machine Learning · Computer Science 2022-05-11 Todd Wareham

The types of constraints encountered in black-box and simulation-based optimization problems differ significantly from those treated in nonlinear programming. We introduce a characterization of constraints to address this situation. We…

Optimization and Control · Mathematics 2015-06-01 Sébastien Le Digabel , Stefan M. Wild

This monograph presents the main complexity theorems in convex optimization and their corresponding algorithms. Starting from the fundamental theory of black-box optimization, the material progresses towards recent advances in structural…

Optimization and Control · Mathematics 2015-11-17 Sébastien Bubeck

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…

Several scenarios require the optimization of non-convex black-box functions, that are noisy expensive to evaluate functions with unknown analytical expression, whose gradients are hence not accessible. For example, the hyper-parameter…

Machine Learning · Computer Science 2025-02-12 Eduardo C. Garrido-Merchán

Designing optimisation algorithms that perform well in general requires experimentation on a range of diverse problems. Training neural networks is an optimisation task that has gained prominence with the recent successes of deep learning.…

Neural and Evolutionary Computing · Computer Science 2022-09-07 Katherine M. Malan , Christopher W. Cleghorn

Closed-loop performance of sequential decision making algorithms, such as model predictive control, depends strongly on the choice of controller parameters. Bayesian optimization allows learning of parameters from closed-loop experiments,…

Systems and Control · Electrical Eng. & Systems 2025-11-18 Sebastian Hirt , Lukas Theiner , Rolf Findeisen

Optimizing discrete black-box functions is key in several domains, e.g. protein engineering and drug design. Due to the lack of gradient information and the need for sample efficiency, Bayesian optimization is an ideal candidate for these…

A notion of quantum natural evolution strategies is introduced, which provides a geometric synthesis of a number of known quantum/classical algorithms for performing classical black-box optimization. Recent work of Gomes et al. [2019] on…

Quantum Physics · Physics 2020-11-23 Tianchen Zhao , Giuseppe Carleo , James Stokes , Shravan Veerapaneni

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…

Machine Learning · Statistics 2014-03-25 Michael A. Gelbart , Jasper Snoek , Ryan P. Adams

In this paper, we build upon previous work on designing informative and efficient Exploratory Landscape Analysis features for characterizing problems' landscapes and show their effectiveness in automatically constructing algorithm selection…

Machine Learning · Statistics 2018-11-30 Pascal Kerschke , Heike Trautmann

This thesis explores the benefits machine learning algorithms can bring to online planning and scheduling for autonomous vehicles in off-road situations. Mainly, we focus on typical problems of interest which include computing itineraries…

Artificial Intelligence · Computer Science 2021-08-03 Kevin Osanlou

We present a framework wherein the trajectory optimization problem (or a problem involving calculus of variations) is formulated as a search problem in a discrete space. A distinctive feature of our work is the treatment of discretization…

Optimization and Control · Mathematics 2022-12-22 Alok Shukla , Prakash Vedula
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