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Many approaches for addressing Global Optimization problems typically rely on relaxations of nonlinear constraints over specific mathematical primitives. This is restricting in applications with constraints that are black-box, implicit or…

Optimization and Control · Mathematics 2025-01-03 Dimitris Bertsimas , Georgios Margaritis

In this paper, we propose the StepDIRECT algorithm for derivative-free optimization (DFO), in which the black-box objective function has a stepwise landscape. Our framework is based on the well-known DIRECT algorithm. By incorporating the…

Optimization and Control · Mathematics 2022-02-03 Dzung T. Phan , Hongsheng Liu , Lam M. Nguyen

We propose a unified derivative-free proximal Newton-type algorithm framework for solving composite optimization problems formulated as the sum of a black-box function and a known regularization term. We establish the iteration and oracle…

Optimization and Control · Mathematics 2026-05-08 Zekun Liu , Jinyan Fan

Black-box optimization (BBO) underpins advances in domains such as AutoML and Materials Informatics, yet implementations of algorithms and benchmarks remain fragmented across research communities. We introduce OptunaHub…

Machine Learning · Computer Science 2026-04-21 Yoshihiko Ozaki , Shuhei Watanabe , Toshihiko Yanase

This paper propose a new frame work for finding global minima which we call optimization by cut. In each iteration, it takes some samples from the feasible region and evaluates the objective function at these points. Based on the…

Systems and Control · Electrical Eng. & Systems 2022-07-14 Yuanyuan Liu

Orthogonality constrained optimization is widely used in applications from science and engineering. Due to the nonconvex orthogonality constraints, many numerical algorithms often can hardly achieve the global optimality. We aim at…

Optimization and Control · Mathematics 2019-06-18 Honglin Yuan , Xiaoyi Gu , Rongjie Lai , Zaiwen Wen

Black-box optimization is often encountered for decision-making in complex systems management, where the knowledge of system is limited. Under these circumstances, it is essential to balance the utilization of new information with…

Computation · Statistics 2025-01-15 Teng Lian , Jian-Qiang Hu , Yuhang Wu , Zeyu Zheng

In recent years, attention has been focused on the relationship between black-box optimiza- tion problem and reinforcement learning problem. In this research, we propose the Mirror Descent Search (MDS) algorithm which is applicable both for…

Machine Learning · Computer Science 2018-05-15 Megumi Miyashita , Shiro Yano , Toshiyuki Kondo

A new, open source, parallel, stand-alone software package (Fortnet) has been developed, which implements Behler-Parrinello neural networks. It covers the entire workflow from feature generation to the evaluation of generated potentials,…

Efficiently solving constrained optimization problems is crucial for numerous real-world applications, yet traditional solvers are often computationally prohibitive for real-time use. Machine learning-based approaches have emerged as a…

Machine Learning · Computer Science 2025-10-27 Hoang T. Nguyen , Priya L. Donti

Many important problems in science and engineering, such as drug design, involve optimizing an expensive black-box objective function over a complex, high-dimensional, and structured input space. Although machine learning techniques have…

Machine Learning · Computer Science 2020-10-27 Austin Tripp , Erik Daxberger , José Miguel Hernández-Lobato

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

This work tackles a class of optimization problems in which fixing some well-chosen combinations of the variables makes the problem substantially easier to solve. We consider that the variables space may be partitioned into subsets that fix…

Optimization and Control · Mathematics 2026-03-13 Charles Audet , Pierre-Yves Bouchet , Loïc Bourdin

We present two first-order, sequential optimization algorithms to solve constrained optimization problems. We consider a black-box setting with a priori unknown, non-convex objective and constraint functions that have Lipschitz continuous…

Optimization and Control · Mathematics 2020-11-19 Abraham P. Vinod , Arie Israel , Ufuk Topcu

Though there exists a reasonable forward model for blur based on optical physics, recovering depth from a collection of defocused images remains a computationally challenging optimization problem. In this paper, we show that with…

Computer Vision and Pattern Recognition · Computer Science 2026-02-27 Holly Jackson , Caleb Adams , Ignacio Lopez-Francos , Benjamin Recht

With the success of language pretraining, it is highly desirable to develop more efficient architectures of good scalability that can exploit the abundant unlabeled data at a lower cost. To improve the efficiency, we examine the…

Machine Learning · Computer Science 2020-06-08 Zihang Dai , Guokun Lai , Yiming Yang , Quoc V. Le

Optimizing a set of functions simultaneously by leveraging their similarity is called multi-task optimization. Current black-box multi-task algorithms only solve a finite set of tasks, even when the tasks originate from a continuous space.…

Neural and Evolutionary Computing · Computer Science 2024-04-05 Timothée Anne , Jean-Baptiste Mouret

Decomposition plays a significant role in cooperative co-evolution which shows great potential in large scale black-box optimization. However, current popular decomposition algorithms generally require to sample and evaluate a large number…

Optimization and Control · Mathematics 2019-05-30 Zhigang Ren , An Chen , Yaochu Jin , Wenhua Guo , Yongsheng Liang , Zuren Feng

This paper proposes a novel technique called "successive stochastic smoothing" that optimizes nonsmooth and discontinuous functions while considering various constraints. Our methodology enables local and global optimization, making it a…

Optimization and Control · Mathematics 2023-08-17 Vladimir Norkin , Alois Pichler , Anton Kozyriev

Finding global optima in high-dimensional optimization problems is extremely challenging since the number of function evaluations required to sufficiently explore the search space increases exponentially with its dimensionality.…

Machine Learning · Computer Science 2022-11-04 Julian F. Schumann , Alejandro M. Aragón