Related papers: Global Optima is not Limit Computable
This article considers nonconvex global optimization problems subject to uncertainties described by continuous random variables. Such problems arise in chemical process design, renewable energy systems, stochastic model predictive control,…
Triality theory is proved for a general unconstrained global optimization problem. The method adopted is simple but mathematically rigorous. Results show that if the primal problem and its canonical dual have the same dimension, the…
Optimisation problems are ubiquitous in particle and astrophysics, and involve locating the optimum of a complicated function of many parameters that may be computationally expensive to evaluate. We describe a number of global optimisation…
We study the error landscape of deep linear and nonlinear neural networks with the squared error loss. Minimizing the loss of a deep linear neural network is a nonconvex problem, and despite recent progress, our understanding of this loss…
In this paper, we develop a global descent method for non-convex multi-objective optimization problems. The proposed approach builds upon foundational concepts from single-objective global descent techniques while removing the need for…
First order methods endowed with global convergence guarantees operate using global lower bounds on the objective. The tightening of the bounds has been shown to increase both the theoretical guarantees and the practical performance. In…
Maximizing a single submodular set function subject to a cardinality constraint is a well-studied and central topic in combinatorial optimization. However, finding a set that maximizes multiple functions at the same time is much less…
We study the implicit bias of generic optimization methods, such as mirror descent, natural gradient descent, and steepest descent with respect to different potentials and norms, when optimizing underdetermined linear regression or…
Real-world experiments involve batched & delayed feedback, non-stationarity, multiple objectives & constraints, and (often some) personalization. Tailoring adaptive methods to address these challenges on a per-problem basis is infeasible,…
A subgradient method is presented for solving general convex optimization problems, the main requirement being that a strictly-feasible point is known. A feasible sequence of iterates is generated, which converges to within user-specified…
We consider the issue of computability at the most fundamental level of physical reality: the Planck scale. To this aim, we consider the theoretical model of a quantum computer on a non commutative space background, which is a computational…
Recently, several claims have been made that certain fundamental problems of distributed computing, including Leader Election and Distributed Consensus, begin to admit feasible and efficient solutions when the model of distributed…
We propose a general method for optimization with semi-infinite constraints that involve a linear combination of functions, focusing on the case of the exponential function. Each function is lower and upper bounded on sub-intervals by…
The anthropic principle is an inevitable constraint on the space of possible theories. As such it is central to determining the limits of physics. In particular, we contend that what is ultimately possible in physics is determined by…
The pressure vessel design problem is a well-known design benchmark for validating bio-inspired optimization algorithms. However, its global optimality is not clear and there has been no mathematical proof put forward. In this paper, a…
Motivated by the grid search method and Bayesian optimization, we introduce the concept of contractibility and its applications in model-based optimization. First, a basic framework of contraction methods is established to construct a…
We present results on the estimation and evaluation of success probabilities for ordinal optimisation over uncountable sets (such as subsets of $\mathbb{R}^{d}$). Our formulation invokes an assumption of a Gaussian copula model, and we show…
The data-compatibility approach to constrained optimization, proposed here, strives to a point that is "close enough" to the solution set and whose target function value is "close enough" to the constrained minimum value. These notions can…
The goal of this paper is to set a constraint programming framework to solve lot-sizing problems. More specifically, we consider a single-item lot-sizing problem with time-varying lower and upper bounds for production and inventory. The…
We investigate a limit value of an optimal control problem when the horizon converges to infinity. For this aim, we suppose suitable nonexpansive-like assumptions which does not imply that the limit is independent of the initial state as it…