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In a space of 4-dimensions, I will examine constrained variational problems in which the Lagrangian, and constraint scalar density, are concomitants of a (pseudo-Riemannian) metric tensor and its first two derivatives. The Lagrange…

General Relativity and Quantum Cosmology · Physics 2016-09-15 Gregory W. Horndeski

In this letter we propose the use of physics techniques for entropy determination on constrained parameter optimization problems. The main feature of such techniques, the construction of an unbiased walk on energy space, suggests their use…

Statistical Mechanics · Physics 2009-11-07 A. R. Lima , M. Argollo de Menezes

In this paper, as a first step in examining the properties of a feasible portfolio subset that is characterized by budget and risk constraints, we assess the maximum and minimum of the investment concentration using replica analysis. To do…

Portfolio Management · Quantitative Finance 2016-08-17 Takashi Shinzato

Recent work has shown how information theory extends conventional full-rationality game theory to allow bounded rational agents. The associated mathematical framework can be used to solve constrained optimization problems. This is done by…

Neural and Evolutionary Computing · Computer Science 2008-11-07 William Macready , David Wolpert

In this paper, we consider a chance-constrained formulation of the optimal power flow problem to handle uncertainties resulting from renewable generation and load variability. We propose a tuning method that iterates between solving an…

Optimization and Control · Mathematics 2020-05-28 Ashley M. Hou , Line A. Roald

In blackbox optimization, evaluation of the objective and constraint functions is time consuming. In some situations, constraint values may be evaluated independently or sequentially. The present work proposes and compares two strategies to…

Optimization and Control · Mathematics 2021-11-30 Stéphane Alarie , Charles Audet , Paulin Jacquot , Sébastien Le Digabel

This paper provides a theoretical and numerical investigation of a penalty decomposition scheme for the solution of optimization problems with geometric constraints. In particular, we consider some situations where parts of the constraints…

Optimization and Control · Mathematics 2023-03-23 Matteo Lapucci , Christian Kanzow

In this paper we investigate how standard nonlinear programming algorithms can be used to solve constrained optimization problems in a distributed manner. The optimization setup consists of a set of agents interacting through a…

Optimization and Control · Mathematics 2017-07-18 Ion Matei , John S. Baras

We consider the problem of directly optimizing a non-linear function of an outcome, where this outcome itself is the sum of many small contributions. The non-linearity of the function means that the problem is not equivalent to the…

Machine Learning · Statistics 2025-09-04 Benjamin Heymann , Otmane Sakhi

Most inverse problems from physical sciences are formulated as PDE-constrained optimization problems. This involves identifying unknown parameters in equations by optimizing the model to generate PDE solutions that closely match measured…

Optimization and Control · Mathematics 2024-03-12 Qin Li , Li Wang , Yunan Yang

Constrained optimization offers a powerful framework to prescribe desired behaviors in neural network models. Typically, constrained problems are solved via their min-max Lagrangian formulations, which exhibit unstable oscillatory dynamics…

Machine Learning · Computer Science 2024-06-10 Motahareh Sohrabi , Juan Ramirez , Tianyue H. Zhang , Simon Lacoste-Julien , Jose Gallego-Posada

We discuss first order optimality conditions for geometric optimization problems with Neumann boundary conditions and boundary observation. The methods we develop here are applicable to large classes of state systems or cost functionals.…

Optimization and Control · Mathematics 2022-10-07 Dan Tiba

Particle swarm optimization is used in several combinatorial optimization problems. In this work, particle swarms are used to solve quadratic programming problems with quadratic constraints. The approach of particle swarms is an example for…

Artificial Intelligence · Computer Science 2014-07-24 Deepak Kumar , A G Ramakrishnan

We minimize elastic energies on framed curves which penalize both curvature and torsion. We also discuss critical points using the infinite dimensional version of the Lagrange multipliers' method. Finally, some examples arising from the…

Analysis of PDEs · Mathematics 2022-05-04 Giulia Bevilacqua , Luca Lussardi , Alfredo Marzocchi

We present a new algorithm to optimize distributions defined implicitly by parameterized stochastic diffusions. Doing so allows us to modify the outcome distribution of sampling processes by optimizing over their parameters. We introduce a…

Iterative trajectory optimization techniques for non-linear dynamical systems are among the most powerful and sample-efficient methods of model-based reinforcement learning and approximate optimal control. By leveraging time-variant local…

Systems and Control · Electrical Eng. & Systems 2019-08-01 Onur Celik , Hany Abdulsamad , Jan Peters

This technical note considers a distributed convex optimization problem with nonsmooth cost functions and coupled nonlinear inequality constraints. To solve the problem, we first propose a modified Lagrangian function containing local…

Optimization and Control · Mathematics 2017-05-09 Shu Liang , Xianlin Zeng , Yiguang Hong

We develop, discuss, and compare several inference techniques to constrain theory parameters in collider experiments. By harnessing the latent-space structure of particle physics processes, we extract extra information from the simulator.…

High Energy Physics - Phenomenology · Physics 2018-09-19 Johann Brehmer , Kyle Cranmer , Gilles Louppe , Juan Pavez

In this paper, we consider robust control using randomized algorithms. We extend the existing order statistics distribution theory to the general case in which the distribution of population is not assumed to be continuous and the order…

Optimization and Control · Mathematics 2008-05-13 Xinjia Chen , Kemin Zhou

This paper is devoted to the theoretical and numerical investigation of an augmented Lagrangian method for the solution of optimization problems with geometric constraints. Specifically, we study situations where parts of the constraints…

Optimization and Control · Mathematics 2022-04-20 Xiaoxi Jia , Christian Kanzow , Patrick Mehlitz , Gerd Wachsmuth