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The minimum sum-of-squares clustering (MSSC), or k-means type clustering, has been recently extended to exploit prior knowledge on the cardinality of each cluster. Such knowledge is used to increase performance as well as solution quality.…

Optimization and Control · Mathematics 2023-10-13 Veronica Piccialli , Antonio M. Sudoso

A new atomic cluster structure corresponding to the global minimum of the 98-atom Lennard-Jones cluster has been found using a variant of the basin-hopping global optimization algorithm. The new structure has an unusual tetrahedral symmetry…

Condensed Matter · Physics 2007-05-23 Robert Leary , Jonathan Doye

We develop the idea of using Monte Carlo sampling of random portfolios to solve portfolio investment problems. In this first paper we explore the need for more general optimization tools, and consider the means by which constrained random…

Portfolio Management · Quantitative Finance 2010-08-24 William T. Shaw

World models simulate environment dynamics from raw sensory inputs like video. However, using them for planning can be challenging due to the vast and unstructured search space. We propose a robust and highly parallelizable planner that…

Machine Learning · Computer Science 2026-02-03 Michael Psenka , Michael Rabbat , Aditi Krishnapriyan , Yann LeCun , Amir Bar

We present a new technique to fit color-magnitude diagrams of open clusters based on the Cross-Entropy global optimization algorithm. The method uses theoretical isochrones available in the literature and maximizes a weighted likelihood…

Instrumentation and Methods for Astrophysics · Physics 2015-05-18 H. Monteiro , W. S. Dias , T. C. Caetano

We consider the global minimization of a particular type of minimum structured optimization problems wherein the variables must belong to some basic set, the feasible domain is described by the intersection of a large number of functional…

Optimization and Control · Mathematics 2024-12-09 Guillaume Van Dessel , François Glineur

We introduce a Monte Carlo algorithm to efficiently compute transport properties of chaotic dynamical systems. Our method exploits the importance sampling technique that favors trajectories in the tail of the distribution of displacements,…

Statistical Mechanics · Physics 2018-05-25 Diego Tapias , David P. Sanders , Eduardo G. Altmann

The development and identification of effective optimization algorithms for non-convex real-world problems is a challenge in global optimization. Because theoretical performance analysis is difficult, and problems based on models of…

Optimization and Control · Mathematics 2018-07-16 Ramses Sala , Niccolò Baldanzini , Marco Pierini

The equilibrium configuration of a plasma in an axially symmetric reactor is described mathematically by a free boundary problem associated with the celebrated Grad--Shafranov equation. The presence of uncertainty in the model parameters…

Computational Physics · Physics 2023-12-22 Howard C. Elman , Jiaxing Liang , Tonatiuh Sánchez-Vizuet

In this paper, the global optimization problem $\min_{y\in S} F(y)$ with $S$ being a hyperinterval in $\Re^N$ and $F(y)$ satisfying the Lipschitz condition with an unknown Lipschitz constant is considered. It is supposed that the function…

Optimization and Control · Mathematics 2015-09-14 Daniela Lera , Yaroslav D. Sergeyev

Embeddings play a pivotal role across various disciplines, offering compact representations of complex data structures. Randomized methods like Johnson-Lindenstrauss (JL) provide state-of-the-art and essentially unimprovable theoretical…

Machine Learning · Statistics 2024-12-11 Nikos Tsikouras , Constantine Caramanis , Christos Tzamos

A new strategy for global geometry optimization of clusters is presented. Important features are a restriction of search space to favorable nearest-neighbor distance ranges, a suitable cluster growth representation with diminished…

chem-ph · Physics 2009-10-28 Bernd Hartke

Maximum diversity aims at selecting a diverse set of high-quality objects from a collection, which is a fundamental problem and has a wide range of applications, e.g., in Web search. Diversity under a uniform or partition matroid constraint…

Data Structures and Algorithms · Computer Science 2021-04-13 Guangyi Zhang , Aristides Gionis

Among random sampling methods, Markov Chain Monte Carlo algorithms are foremost. Using a combination of analytical and numerical approaches, we study their convergence properties towards the steady state, within a random walk Metropolis…

Statistical Mechanics · Physics 2024-01-08 Alexei D. Chepelianskii , Satya N. Majumdar , Hendrik Schawe , Emmanuel Trizac

Multivariate adaptive regression splines (MARS) is a flexible statistical modeling method that has been popular for data mining applications. MARS has also been employed to approxmiate unknown relationships in optimzation for complex…

Optimization and Control · Mathematics 2020-06-30 Xinglong Ju , Jay M. Rosenberger , Victoria C. P. Chen , Feng Liu

Alternating minimization heuristics seek to solve a (difficult) global optimization task through iteratively solving a sequence of (much easier) local optimization tasks on different parts (or blocks) of the input parameters. While popular…

Computational Complexity · Computer Science 2020-03-10 Peter Bürgisser , Ankit Garg , Rafael Oliveira , Michael Walter , Avi Wigderson

We describe a Monte Carlo procedure which allows sampling of the disjoint configuration spaces associated with crystalline and fluid phases, within a single simulation. The method utilises biased sampling techniques to enhance the…

Statistical Mechanics · Physics 2009-10-31 N. B. Wilding , A. D. Bruce

The global optimization have the very extensive applications in econometrics, science and engineering. However, the global optimization for non-convex objective functions is particularly difficult since most of the existing global…

Optimization and Control · Mathematics 2015-07-17 Da-Zheng Feng , Han-Zhe Feng , Hai-Qin Zhang

In this work we propose a hierarchy of Monte Carlo methods for sampling equilibrium properties of stochastic lattice systems with competing short and long range interactions. Each Monte Carlo step is composed by two or more sub - steps…

Numerical Analysis · Mathematics 2015-05-30 Evangelia Kalligiannaki , Markos A. Katsoulakis , Petr Plechac , Dionisios G Vlachos

We present a global optimization routine for the variational quantum algorithms, which utilizes the dynamic tunneling flow. Originally designed to leverage information gathered by a gradient-based optimizer around local minima, we adapt the…

Quantum Physics · Physics 2024-08-05 Seung Park , Kyunghyun Baek , Seungjin Lee , Mahn-Soo Choi
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