Related papers: Global Optima is not Limit Computable
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…
Many mathematical imaging problems are posed as non-convex optimization problems. When numerically tractable global optimization procedures are not available, one is often interested in testing ex post facto whether or not a locally…
In this article we provide an experimental algorithm that in many cases gives us an upper bound of the global infimum of a real polynomial on $\R^{n}$. It is very well known that to find the global infimum of a real polynomial on $\R^{n}$,…
Motivated by recent increased interest in optimization algorithms for non-convex optimization in application to training deep neural networks and other optimization problems in data analysis, we give an overview of recent theoretical…
We propose two algorithms for solving global optimization problems on a hyperrectangle with an objective function satisfying the Vanderbei condition (this function is also called an $\varepsilon$-Lipschitz continuous function). The…
Large optimal transport problems can be approached via domain decomposition, i.e. by iteratively solving small partial problems independently and in parallel. Convergence to the global minimizers under suitable assumptions has been shown in…
Under mild regularity conditions, gradient-based methods converge globally to a critical point in the single-loss setting. This is known to break down for vanilla gradient descent when moving to multi-loss optimization, but can we hope to…
The halting problem is undecidable --- but can it be solved for "most" inputs? This natural question was considered in a number of papers, in different settings. We revisit their results and show that most of them can be easily proven in a…
We propose a generalization of separability in the context of global optimization. Our results apply to objective functions implemented as differentiable computer programs. They are presented in the context of a simple branch and bound…
The paper provides global optimization algorithms for two particularly difficult nonconvex problems raised by hybrid system identification: switching linear regression and bounded-error estimation. While most works focus on local…
A network of locally interacting agents can be thought of as performing a distributed computation. But not all computations can be faithfully distributed. This paper investigates which global, linear transformations can be computed using…
In this paper, Lipschitz univariate constrained global optimization problems where both the objective function and constraints can be multiextremal are considered. The constrained problem is reduced to a discontinuous unconstrained problem…
The main challenge of nonconvex optimization is to find a global optimum, or at least to avoid ``bad'' local minima and meaningless stationary points. We study here the extent to which algorithms, as opposed to optimization models and…
We consider the problem of globally minimizing the sum of many rational functions over a given compact semialgebraic set. The number of terms can be large (10 to 100), the degree of each term should be small (up to 10), and the number of…
This paper considers the minimization of a general objective function $f(X)$ over the set of rectangular $n\times m$ matrices that have rank at most $r$. To reduce the computational burden, we factorize the variable $X$ into a product of…
Global optimization finds applications in a wide range of real world problems. The multi-start methods are a popular class of global optimization techniques, which are based on the ideas of conducting local searches at multiple starting…
One of the most important quantum algorithms ever discovered is Grover's algorithm for searching an unordered set. We give a new lower bound in the query model which proves that Grover's algorithm is exactly optimal. Similar to existing…
We explore in the framework of Quantum Computation the notion of computability, which holds a central position in Mathematics and Theoretical Computer Science. A quantum algorithm that exploits the quantum adiabatic processes is considered…
Nonconvex optimization problems arise in many areas of computational science and engineering and are (approximately) solved by a variety of algorithms. Existing algorithms usually only have local convergence or subsequence convergence of…
Due to the increasing demand for high performance and cost reduction within the framework of complex system design, numerical optimization of computationally costly problems is an increasingly popular topic in most engineering fields. In…