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We consider stochastic variational inequality problems where the mapping is monotone over a compact convex set. We present two robust variants of stochastic extragradient algorithms for solving such problems. Of these, the first scheme…
Working towards the development of an evolvable cancer treatment simulator, the investigation of Differential Evolution was considered, motivated by the high efficiency of variations of this technique in real-valued problems. A basic DE…
In literature, Clustered Shortest-Path Tree Problem (CluSPT) is an NP-hard problem. Previous studies often search for an optimal solution in relatively large space. To enhance the performance of the search process, two approaches are…
Differential equations (DE) constrained optimization plays a critical role in numerous scientific and engineering fields, including energy systems, aerospace engineering, ecology, and finance, where optimal configurations or control…
We introduce Reward-Guided Speculative Decoding (RSD), a novel framework aimed at improving the efficiency of inference in large language models (LLMs). RSD synergistically combines a lightweight draft model with a more powerful target…
L\'{e}vy flights is a random walk where the step-lengths have a probability distribution that is heavy-tailed. It has been shown that L\'{e}vy flights can maximize the efficiency of resource searching in uncertain environments, and also…
This paper deals with the estimation of rare event probabilities using importance sampling (IS), where an optimal proposal distribution is computed with the cross-entropy (CE) method. Although, IS optimized with the CE method leads to an…
We propose a stochastic variance reduced optimization algorithm for solving sparse learning problems with cardinality constraints. Sufficient conditions are provided, under which the proposed algorithm enjoys strong linear convergence…
Recent advances in large language models (LLMs) have demonstrated the effectiveness of Iterative Self-Improvement (ISI) techniques. However, continuous training on self-generated data leads to reduced output diversity, a limitation…
Evolutionary strategies have recently been shown to achieve competing levels of performance for complex optimization problems in reinforcement learning. In such problems, one often needs to optimize an objective function subject to a set of…
Robust statistical estimators offer resilience against outliers but are often computationally challenging, particularly in high-dimensional sparse settings. Modern optimization techniques are utilized for robust sparse association…
Constrained decoding with lookahead heuristics (CDLH) is a highly effective method for aligning LLM generations to human preferences. However, the extensive lookahead roll-out operations for each generated token makes CDLH prohibitively…
We introduce an evolutionary stochastic-local-search (SLS) algorithm for addressing a generalized version of the so-called 1/V/D/R cutting-stock problem. Cutting-stock problems are encountered often in industrial environments and the…
The existing variants of the Differential Evolution (DE) algorithm come with certain limitations, such as poor local search and susceptibility to premature convergence. This study introduces Adaptive Differential Evolution with…
We provide fast algorithms for overconstrained $\ell_p$ regression and related problems: for an $n\times d$ input matrix $A$ and vector $b\in\mathbb{R}^n$, in $O(nd\log n)$ time we reduce the problem $\min_{x\in\mathbb{R}^d} \|Ax-b\|_p$ to…
Hybrid optimization algorithms have gained popularity as it has become apparent there cannot be a universal optimization strategy which is globally more beneficial than any other. Despite their popularity, hybridization frameworks require…
This paper is devoted to a new modification of a recently proposed adaptive stochastic mirror descent algorithm for constrained convex optimization problems in the case of several convex functional constraints. Algorithms, standard and its…
In this work, we propose a hybrid variant of the level-based learning swarm optimizer (LLSO) for solving large-scale portfolio optimization problems. Our goal is to maximize a modified formulation of the Sharpe ratio subject to cardinality,…
In this paper, we study the Cauchy problem for backward stochastic partial differential equations (BSPDEs) involving fractional Laplacian operator. Firstly, by employing the martingale representation theorem and the fractional heat kernel,…
In shape optimisation it is desirable to obtain deformations of a given mesh without negative impact on the mesh quality. We propose a new algorithm using least square formulations of the Cauchy-Riemann equations. Our method allows to…