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This paper considers the efficient minimization of the infinite time average of a stationary ergodic process in the space of a handful of design parameters which affect it. Problems of this class, derived from physical or numerical…

Optimization and Control · Mathematics 2019-10-29 Pooriya Beyhaghi , Ryan Alimo , Thomas Bewley

Derivative-free algorithms seek the minimum of a given function based only on function values queried at appropriate points. Although these methods are widely used in practice, their performance is known to worsen as the problem dimension…

Optimization and Control · Mathematics 2023-08-10 Warren Hare , Lindon Roberts , Clément W. Royer

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

Numerous methods for crafting adversarial examples were proposed recently with high success rate. Since most existing machine learning based classifiers normalize images into some continuous, real vector, domain firstly, attacks often craft…

Machine Learning · Computer Science 2020-04-28 Lei Bu , Yuchao Duan , Fu Song , Zhe Zhao

Derivative-free optimization algorithms are particularly useful for tackling blackbox optimization problems where the objective function arises from complex and expensive procedures that preclude the use of classical gradient-based methods.…

Optimization and Control · Mathematics 2026-03-31 El Houcine Bergou , Youssef Diouane , Vyacheslav Kungurtsev , Clément W. Royer

Inverse problems are key issues in several scientific areas, including signal processing and medical imaging. Data-driven approaches for inverse problems aim for learning model and regularization parameters from observed data samples, and…

Optimization and Control · Mathematics 2024-11-28 Mathias Staudigl , Simon Weissmann , Tristan van Leeuwen

In this work, we introduce a novel approach to regularization in multivariable regression problems. Our regularizer, called DLoss, penalises differences between the model's derivatives and derivatives of the data generating function as…

Machine Learning · Computer Science 2024-05-02 Enrico Lopedoto , Maksim Shekhunov , Vitaly Aksenov , Kizito Salako , Tillman Weyde

In this paper we develop a Bayesian optimization based hyperparameter tuning framework inspired by statistical learning theory for classifiers. We utilize two key facts from PAC learning theory; the generalization bound will be higher for a…

Machine Learning · Computer Science 2019-02-08 Tinu Theckel Joy , Santu Rana , Sunil Gupta , Svetha Venkatesh

Model quantization, which aims to compress deep neural networks and accelerate inference speed, has greatly facilitated the development of cumbersome models on mobile and edge devices. There is a common assumption in quantization methods…

Computer Vision and Pattern Recognition · Computer Science 2023-09-26 Yuzhang Shang , Bingxin Xu , Gaowen Liu , Ramana Kompella , Yan Yan

Variational Optimization forms a differentiable upper bound on an objective. We show that approaches such as Natural Evolution Strategies and Gaussian Perturbation, are special cases of Variational Optimization in which the expectations are…

Machine Learning · Statistics 2018-09-14 Thomas Bird , Julius Kunze , David Barber

This paper addresses the study of derivative-free smooth optimization problems, where the gradient information on the objective function is unavailable. Two novel general derivative-free methods are proposed and developed for minimizing…

Optimization and Control · Mathematics 2023-11-29 Pham Duy Khanh , Boris S. Mordukhovich , Dat Ba Tran

This paper presents an algorithm for solving multiobjective optimization problems involving composite functions, where we minimize a quadratic model that approximates $F(x) - F(x^k)$ and that can be derivative-free. We establish theoretical…

Optimization and Control · Mathematics 2026-01-29 V. S. Amaral , P. B. Assunção , D. R. Souza

This paper investigates a category of constrained fractional optimization problems that emerge in various practical applications. The objective function for this category is characterized by the ratio of a numerator and denominator, both…

Optimization and Control · Mathematics 2026-05-28 Yizun Lin , Jian-Feng Cai , Zhao-Rong Lai , Cheng Li

An algorithm is proposed, analyzed, and tested for solving continuous nonlinear-equality-constrained optimization problems where the objective and constraint functions are defined by expectations or averages over large, finite numbers of…

Optimization and Control · Mathematics 2026-05-14 Frank E. Curtis , Lingjun Guo , Daniel P. Robinson

We propose and analyze a model-based derivative-free (DFO) algorithm for solving bound-constrained optimization problems where the objective function is the composition of a smooth function and a vector of black-box functions. We assume…

Optimization and Control · Mathematics 2024-01-03 Frank E. Curtis , Shima Dezfulian , Andreas Wächter

Decentralized optimization is a powerful paradigm that finds applications in engineering and learning design. This work studies decentralized composite optimization problems with non-smooth regularization terms. Most existing gradient-based…

Optimization and Control · Mathematics 2019-10-29 Sulaiman A. Alghunaim , Kun Yuan , Ali H. Sayed

We present a practical and powerful new framework for both unconstrained and constrained submodular function optimization based on discrete semidifferentials (sub- and super-differentials). The resulting algorithms, which repeatedly compute…

Data Structures and Algorithms · Computer Science 2013-08-13 Rishabh Iyer , Stefanie Jegelka , Jeff Bilmes

Structured optimization problems are ubiquitous in fields like data science and engineering. The goal in structured optimization is using a prescribed set of points, called atoms, to build up a solution that minimizes or maximizes a given…

Optimization and Control · Mathematics 2021-01-14 Andrea Cristofari , Francesco Rinaldi

In this work, multi-variable derivative-free optimization algorithms for unconstrained optimization problems are developed. A novel procedure for approximating the gradient of multi-variable objective functions based on non-commutative maps…

Optimization and Control · Mathematics 2021-11-17 Jan Feiling , Mohamed-Ali Belabbas , Christian Ebenbauer

Reinforcement learning is about learning agent models that make the best sequential decisions in unknown environments. In an unknown environment, the agent needs to explore the environment while exploiting the collected information, which…

Machine Learning · Computer Science 2021-02-12 Hong Qian , Yang Yu