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Algorithms for continuous optimization problems have a rich history of design and innovation over the past several decades, in which mathematical analysis of their convergence and complexity properties plays a central role. Besides their…

Optimization and Control · Mathematics 2025-12-03 Stephen J. Wright

Efficiency of self-optimizing systems is heavily dependent on their optimization strategies, e.g., choosing exact or approximate solver. A choice of such a strategy, in turn, is influenced by numerous factors, such as re-optimization time,…

Machine Learning · Computer Science 2019-09-10 Dmytro Pukhkaiev , Uwe Aßmann

We develop algorithms capable of tackling robust black-box optimisation problems, where the number of model runs is limited. When a desired solution cannot be implemented exactly the aim is to find a robust one, where the worst case in an…

Optimization and Control · Mathematics 2020-04-17 Martin Hughes , Marc Goerigk , Trivikram Dokka

In this paper, we propose a machine learning (ML) method to learn how to solve a generic constrained continuous optimization problem. To the best of our knowledge, the generic methods that learn to optimize, focus on unconstrained…

Machine Learning · Computer Science 2021-01-05 Seyedrazieh Bayati , Faramarz Jabbarvaziri

Bayesian optimisation has proven to be a powerful tool for expensive global black-box optimisation problems. In this paper, we propose new Bayesian optimisation variants of the popular Knowledge Gradient acquisition functions for problems…

Machine Learning · Computer Science 2025-12-22 Xietao Wang Lin , Juan Ungredda , Max Butler , James Town , Alma Rahat , Hemant Singh , Juergen Branke

We develop an optimization framework centered around a core idea: once a (parametric) policy is specified, control authority is transferred to the policy, resulting in an autonomous dynamical system. Thus we should be able to optimize…

Machine Learning · Computer Science 2025-06-11 Emo Todorov

An algorithm capable of finding a likely global optimum (minimum) and a set of sub-optimal points for arbitrary generic functions of several variables is presented. The algorithm is designed to deal even with functions of complex behavior,…

Optimization and Control · Mathematics 2017-08-23 Glauco Masotti

Research on new optimization algorithms is often funded based on the motivation that such algorithms might improve the capabilities to deal with real-world and industrially relevant optimization challenges. Besides a huge variety of…

Neural and Evolutionary Computing · Computer Science 2020-07-02 Ramses Sala , Ralf Müller

Most systems and learning algorithms optimize average performance or average loss -- one reason being computational complexity. However, many objectives of practical interest are more complex than simply average loss. This arises, for…

Machine Learning · Computer Science 2018-06-05 Daniel Alabi , Nicole Immorlica , Adam Tauman Kalai

Optimization problems in engineering and applied mathematics are typically solved in an iterative fashion, by systematically adjusting the variables of interest until an adequate solution is found. The iterative algorithms that govern these…

Optimization and Control · Mathematics 2022-05-31 Laurent Lessard

Soft-growing robots are innovative devices that feature plant-inspired growth to navigate environments. Thanks to their embodied intelligence of adapting to their surroundings and the latest innovation in actuation and manufacturing, it is…

Robotics · Computer Science 2025-01-24 Fabio Stroppa

Due to the nonlinear nature of Deep Neural Networks (DNNs), one can not guarantee convergence to a unique global minimum of the loss when using optimizers relying only on local information, such as SGD. Indeed, this was a primary source of…

The increasing availability of graph-structured data motivates the task of optimising over functions defined on the node set of graphs. Traditional graph search algorithms can be applied in this case, but they may be sample-inefficient and…

Machine Learning · Computer Science 2023-10-31 Xingchen Wan , Pierre Osselin , Henry Kenlay , Binxin Ru , Michael A. Osborne , Xiaowen Dong

Learned optimizers (LOs) have the potential to significantly reduce the wall-clock training time of neural networks. However, they can struggle to optimize unseen tasks (meta-generalize), especially when training networks wider than those…

Machine Learning · Computer Science 2026-03-20 Benjamin Thérien , Charles-Étienne Joseph , Boris Knyazev , Edouard Oyallon , Irina Rish , Eugene Belilovsky

Evolutionary algorithms are widely used to solve optimisation problems. However, challenges of transparency arise in both visualising the processes of an optimiser operating through a problem and understanding the problem features produced…

Neural and Evolutionary Computing · Computer Science 2020-06-23 Mathew Walter , David Walker , Matthew Craven

Learning to optimize (L2O) has gained increasing popularity, which automates the design of optimizers by data-driven approaches. However, current L2O methods often suffer from poor generalization performance in at least two folds: (i)…

Machine Learning · Computer Science 2023-03-29 Junjie Yang , Tianlong Chen , Mingkang Zhu , Fengxiang He , Dacheng Tao , Yingbin Liang , Zhangyang Wang

Bayesian optimization has recently emerged as a popular and efficient tool for global optimization and hyperparameter tuning. Currently, the established Bayesian optimization practice requires a user-defined bounding box which is assumed to…

Machine Learning · Statistics 2015-08-18 Bobak Shahriari , Alexandre Bouchard-Côté , Nando de Freitas

Topology optimization (TO) provides a principled mathematical approach for optimizing the performance of a structure by designing its material spatial distribution in a pre-defined domain and subject to a set of constraints. The majority of…

Machine Learning · Computer Science 2024-08-08 Amin Yousefpour , Shirin Hosseinmardi , Carlos Mora , Ramin Bostanabad

Efficient characterization of quantum devices is a significant challenge critical for the development of large scale quantum computers. We consider an experimentally motivated situation, in which we have a decent estimate of the…

Quantum Physics · Physics 2021-04-12 Przemyslaw Bienias , Alireza Seif , Mohammad Hafezi

The ability of Gaussian processes (GPs) to predict the behavior of dynamical systems as a more sample-efficient alternative to parametric models seems promising for real-world robotics research. However, the computational complexity of GPs…

Robotics · Computer Science 2022-03-01 Abdolreza Taheri , Joni Pajarinen , Reza Ghabcheloo