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In this work, we propose a heuristic based open source solver for finding global solution to constrained derivative-free optimization (DFO) problems. Our solver named Global optimization using Surrogates for Derivative-free Optimization…

Optimization and Control · Mathematics 2024-04-30 Gannavarapu Chandramouli , Vishnu Narayanan

We study the problem of optimizing a function under a \emph{budgeted number of evaluations}. We only assume that the function is \emph{locally} smooth around one of its global optima. The difficulty of optimization is measured in terms of…

Machine Learning · Computer Science 2019-02-26 Peter L. Bartlett , Victor Gabillon , Michal Valko

Derivative-free optimization (DFO) is a method that does not require the calculation of gradients or higher-order derivatives of the objective function, making it suitable for cases where the objective function is non-differentiable or the…

Optimization and Control · Mathematics 2024-07-26 Qi Zhang , Pengcheng Xie

Noisy labels in distributed datasets induce severe local overfitting and consequently compromise the global model in federated learning (FL). Most existing solutions rely on selecting clean devices or aligning with public clean datasets,…

Machine Learning · Computer Science 2026-03-05 Xiangyu Zhong , Xiaojun Yuan , Ying-Jun Angela Zhang

The late Professor M. J. D. Powell devised five trust-region methods for derivative-free optimization, namely COBYLA, UOBYQA, NEWUOA, BOBYQA, and LINCOA. He carefully implemented them into publicly available solvers, renowned for their…

Optimization and Control · Mathematics 2024-10-10 Tom M. Ragonneau , Zaikun Zhang

Bayesian Optimisation (BO) refers to a suite of techniques for global optimisation of expensive black box functions, which use introspective Bayesian models of the function to efficiently search for the optimum. While BO has been applied…

Increased reliance on graphics processing units (GPUs) for high-intensity computing tasks raises challenges regarding energy consumption. To address this issue, dynamic voltage and frequency scaling (DVFS) has emerged as a promising…

Performance · Computer Science 2024-07-19 Qiang Wang , Laiyi Li , Weile Luo , Yijia Zhang , Bingqiang Wang

Preference alignment is pivotal for empowering large language models (LLMs) to generate helpful and harmless responses. However, the performance of preference alignment is highly sensitive to the prevalent noise in the preference data.…

Machine Learning · Computer Science 2024-05-29 Xize Liang , Chao Chen , Shuang Qiu , Jie Wang , Yue Wu , Zhihang Fu , Zhihao Shi , Feng Wu , Jieping Ye

Derivative-Free Optimization (DFO) involves methods that rely solely on evaluations of the objective function. One of the earliest strategies for designing DFO methods is to adapt first-order methods by replacing gradients with…

Optimization and Control · Mathematics 2025-02-12 Timothé Taminiau , Estelle Massart , Geovani Nunes Grapiglia

We study derivative-free methods for policy optimization over the class of linear policies. We focus on characterizing the convergence rate of these methods when applied to linear-quadratic systems, and study various settings of driving…

Machine Learning · Computer Science 2020-05-19 Dhruv Malik , Ashwin Pananjady , Kush Bhatia , Koulik Khamaru , Peter L. Bartlett , Martin J. Wainwright

In this paper, we analyze the accuracy of gradient estimates obtained by linear interpolation when the underlying function is subject to bounded measurement noise. The total gradient error is decomposed into a deterministic component…

Numerical Analysis · Mathematics 2025-07-29 Alejandro G. Marchetti , Dominique Bonvin

This paper proposes the method 2D-MoSub (2-dimensional model-based subspace method), which is a novel derivative-free optimization (DFO) method based on the subspace method for general unconstrained optimization and especially aims to solve…

Optimization and Control · Mathematics 2024-01-03 Pengcheng Xie , Ya-xiang Yuan

This paper proposes modifications to the data-enabled policy optimization (DeePO) algorithm to mitigate state perturbations. DeePO is an adaptive, data-driven approach designed to iteratively compute a feedback gain equivalent to the…

Systems and Control · Electrical Eng. & Systems 2025-07-29 Mojtaba Kaheni , Niklas Persson , Vittorio De Iuliis , Costanzo Manes , Alessandro V. Papadopoulos

Critic-free methods like GRPO reduce memory demands by estimating advantages from multiple rollouts but tend to converge slowly, as critical learning signals are diluted by an abundance of uninformative samples and tokens. To tackle this…

Machine Learning · Computer Science 2025-09-29 Chao Wang , Tao Yang , Hongtao Tian , Yunsheng Shi , Qiyao Ma , Xiaotao Liu , Ting Yao , Wenbo Ding

This paper presents a finite difference quasi-Newton method for the minimization of noisy functions. The method takes advantage of the scalability and power of BFGS updating, and employs an adaptive procedure for choosing the differencing…

Optimization and Control · Mathematics 2019-01-09 Albert S. Berahas , Richard H. Byrd , Jorge Nocedal

This study addresses the challenge of noise in training datasets for Direct Preference Optimization (DPO), a method for aligning Large Language Models (LLMs) with human preferences. We categorize noise into pointwise noise, which includes…

Machine Learning · Computer Science 2025-04-21 Junkang Wu , Yuexiang Xie , Zhengyi Yang , Jiancan Wu , Jiawei Chen , Jinyang Gao , Bolin Ding , Xiang Wang , Xiangnan He

The Low Order-Value Optimization (LOVO) problem involves minimizing the minimum among a finite number of function values within a feasible set. LOVO has several practical applications such as robust parameter estimation, protein alignment,…

Optimization and Control · Mathematics 2025-11-27 Anderson E. Schwertner , Francisco N. C. Sobral

Because the choice and tuning of the optimizer affects the speed, and ultimately the performance of deep learning, there is significant past and recent research in this area. Yet, perhaps surprisingly, there is no generally agreed-upon…

Machine Learning · Computer Science 2019-03-14 Frank Schneider , Lukas Balles , Philipp Hennig

Sparse Optimal Scoring (SOS) reformulates linear discriminant analysis to enable feature selection through elastic net regularization, making it well-suited for high-dimensional settings where the number of features exceeds observations.…

Machine Learning · Statistics 2026-04-29 Sharmin Afroz , Brendan Ames

Consensus-based optimization (CBO) is an agent-based derivative-free method for non-smooth global optimization that has been introduced in 2017, leveraging a surprising interplay between stochastic exploration and Laplace principle. In…

Analysis of PDEs · Mathematics 2024-10-01 Massimo Fornasier , Lukang Sun