Related papers: Minima distribution for global optimization
In this paper we consider distributed optimization problems in which the cost function is separable, i.e., a sum of possibly non-smooth functions all sharing a common variable, and can be split into a strongly convex term and a convex one.…
The article discusses distributed gradient-descent algorithms for computing local and global minima in nonconvex optimization. For local optimization, we focus on distributed stochastic gradient descent (D-SGD)--a simple network-based…
This paper considers the problem of minimizing a differentiable function with locally Lipschitz continuous gradient on the algebraic variety of real matrices of upper-bounded rank. This problem is known to enable the formulation of various…
Submodular function minimization is well studied, and existing algorithms solve it exactly or up to arbitrary accuracy. However, in many applications, such as structured sparse learning or batch Bayesian optimization, the objective function…
This paper studies the hierarchy of local minimums of a polynomial in the space. For this purpose, we first compute H-minimums, for which the first and second order optimality conditions are satisfied. To compute each H-minimum, we…
The optimization problem concerning the determination of the minimizer for the sum of convex functions holds significant importance in the realm of distributed and decentralized optimization. In scenarios where full knowledge of the…
Conservation principles like conservation of charge or energy provide a natural way to couple and constrain different physical variables. In this letter, we propose a dynamical system model that exploits these constraints for solving…
We define the supermodular rank of a function on a lattice. This is the smallest number of terms needed to decompose it into a sum of supermodular functions. The supermodular summands are defined with respect to different partial orders. We…
This paper defines a convertible nonconvex function(CN function for short) and a weak (strong) uniform (decomposable, exact) CN function, proves the optimization conditions for their global solutions and proposes algorithms for solving the…
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…
This paper investigates the behavior of sets and functions at infinity by introducing new concepts, namely directional normal cones at infinity for unbounded sets, along with limiting and singular subdifferentials at infinity in the…
This paper proposes a new algorithm for solving constrained global optimization problems where both the objective function and constraints are one-dimensional non-differentiable multiextremal Lipschitz functions. Multiextremal constraints…
Given a toric metrized R-divisor on a toric variety over a global field, we give a formula for the essential minimum of the associated height function. Under suitable positivity conditions, we also give formulae for all the successive…
The classical problem of optimal transportation can be formulated as a linear optimization problem on a convex domain: among all joint measures with fixed marginals find the optimal one, where optimality is measured against a cost function.…
We develop improved rearrangement algorithms to find the dependence structure that minimizes a convex function of the sum of dependent variables with given margins. We propose a new multivariate dependence measure, which can assess the…
We consider the problem of sketching set valuation functions, defined as the expectation of a valuation function applied to independent random item values. For valuation functions that are monotone and either subadditive or submodular, and…
This paper optimizes the step coefficients of first-order methods for smooth convex minimization in terms of the worst-case convergence bound (i.e., efficiency) of the decrease in the gradient norm. This work is based on the performance…
In a recent article a generalization of the binomial distribution associated with a sequence of positive numbers was examined. The analysis of the nonnegativeness of the formal expressions was a key-point to allow to give them a statistical…
We consider the distributionally robust optimization and show that computing the distributional worst-case is equivalent to computing the projection onto the canonical simplex with additional linear inequality. We consider several distance…
We survey recent results on combinatorial optimization problems in which the objective function is the entropy of a discrete distribution. These include the minimum entropy set cover, minimum entropy orientation, and minimum entropy…