Related papers: Simulated annealing with hit-and-run for convex op…

Bayesian Optimization with multi-objective acquisition functions such as q-Expected Hypervolume Improvement (qEHVI) requires efficient candidate optimization to maximize acquisition function values. Traditional approaches rely on continuous…

Quantum Annealing, or Quantum Stochastic Optimization, is a classical randomized algorithm which provides good heuristics for the solution of hard optimization problems. The algorithm, suggested by the behaviour of quantum systems, is an…

We propose a new iteration scheme, the Cauchy-Simplex, to optimize convex problems over the probability simplex $\{w\in\mathbb{R}^n\ |\ \sum_i w_i=1\ \textrm{and}\ w_i\geq0\}$. Specifically, we map the simplex to the positive quadrant of a…

Numerical simulations of models and theories that describe complex systems such as spin glasses are becoming increasingly important. Beyond fundamental research, these computational methods also find practical applications in fields like…

Algorithmic Bias can be due to bias in the training data or issues with the algorithm itself. These algorithmic issues typically relate to problems with model capacity and regularisation. This underestimation bias may arise because the…

We present a classical algorithm to find approximate solutions to instances of quadratic unconstrained binary optimisation. The algorithm can be seen as an analogue of quantum annealing under the restriction of a product state space, where…

This article critically investigates the limitations of the simulated annealing algorithm using probabilistic bits (pSA) in solving large-scale combinatorial optimization problems. The study begins with an in-depth analysis of the pSA…

Using classical simulated annealing to maximise a function $\psi$ defined on a subset of $\R^d$, the probability $\p(\psi(\theta\_n)\leq \psi\_{\max}-\epsilon)$ tends to zero at a logarithmic rate as $n$ increases; here $\theta\_n$ is the…

The ultra-long relaxation time of glass transition makes it difficult to construct atomic models of amorphous materials by conventional methods. We propose a novel method for building such atomic models using data assimilation method by…

Simulated Quantum Annealing (SQA) is a Markov Chain Monte-Carlo algorithm that samples the equilibrium thermal state of a Quantum Annealing (QA) Hamiltonian. In addition to simulating quantum systems, SQA has also been proposed as another…

We present adaptive sequential SAA (sample average approximation) algorithms to solve large-scale two-stage stochastic linear programs. The iterative algorithm framework we propose is organized into \emph{outer} and \emph{inner} iterations…

We proposed a probabilistic algorithm to solve the Multiple Sequence Alignment problem. The algorithm is a Simulated Annealing (SA) that exploits the representation of the Multiple Alignment between $D$ sequences as a directed polymer in…

Bayesian inference with stochastic models is often difficult because their likelihood functions involve high-dimensional integrals. Approximate Bayesian Computation (ABC) avoids evaluating the likelihood function and instead infers model…

We explain why quantum adiabatic evolution and simulated annealing perform similarly in certain examples of searching for the minimum of a cost function of n bits. In these examples each bit is treated symmetrically so the cost function…

We analyze the performance of quantum annealing as a heuristic optimization method to find the absolute minimum of various continuous models, including landscapes with only two wells and also models with many competing minima and with…

Geometric numerical integration has recently been exploited to design symplectic accelerated optimization algorithms by simulating the Lagrangian and Hamiltonian systems from the variational framework introduced in Wibisono et al. In this…

The approximation of a high-dimensional vector by a small combination of column vectors selected from a fixed matrix has been actively debated in several different disciplines. In this paper, a sampling approach based on the Monte Carlo…

In this paper, we propose new sequential randomized algorithms for convex optimization problems in the presence of uncertainty. A rigorous analysis of the theoretical properties of the solutions obtained by these algorithms, for full…

We study the convergence rate of continuous-time simulated annealing $(X_t; \, t \ge 0)$ and its discretization $(x_k; \, k =0,1, \ldots)$ for approximating the global optimum of a given function $f$. We prove that the tail probability…

We evaluate the application of quantum annealing (QA) to a real-world combinatorial optimisation problem-room scheduling for sports camps at the Australian Institute of Sport-using both classical and quantum approaches. Due to current…