Related papers: Global optimization using mixed integer quadratic …
This paper presents a particle swarm optimization algorithm that leverages surrogate modeling to replace the conventional global best solution with the minimum of an n-dimensional quadratic form, providing a better-conditioned dynamic…
Various distributed optimization methods have been developed for solving problems which have simple local constraint sets and whose objective function is the sum of local cost functions of distributed agents in a network. Motivated by…
In this paper, we propose a novel solution for non-convex problems of multiple variables, especially for those typically solved by an alternating minimization (AM) strategy that splits the original optimization problem into a set of…
This Letter addresses the physics-consistent optimization of reconfigurable intelligent surfaces (RISs) with mutual coupling (MC) and 1-bit-programmable RIS elements. This combination of constraints is typical of current prototypes but…
Multiple Additive Regression Trees (MART), an ensemble model of boosted regression trees, is known to deliver high prediction accuracy for diverse tasks, and it is widely used in practice. However, it suffers an issue which we call…
A new global stochastic search, guided mainly through derivative-free directional information computable from the sample statistical moments of the design variables within a Monte Carlo setup, is proposed. The search is aided by imparting…
We propose an algorithm for generating explicit solutions of multiparametric mixed-integer convex programs to within a given suboptimality tolerance. The algorithm is applicable to a very general class of optimization problems, but is most…
Robust correlation estimation is essential in high-dimensional settings, particularly when data are contaminated by outliers or exhibit heavy-tailed behavior. Many robust loss functions of practical interest-such as those involving…
This paper presents an adaptive sampling algorithm tailored for the optimization of parametrized dynamical systems using projection-based model order reduction. Unlike classical sampling strategies, this framework does not aim for a small…
The Alternating Direction Method of Multipliers (ADMM) has gained a lot of attention for solving large-scale and objective-separable constrained optimization. However, the two-block variable structure of the ADMM still limits the practical…
Multivariate time series forecasting involves two qualitatively distinct factors: (i) stable within-series autoregressive (AR) dynamics, and (ii) intermittent cross-dimension interactions that can become spurious over long horizons. We…
Data-driven inverse optimization for mixed-integer linear programs (MILPs), which seeks to learn an objective function and constraints consistent with observed decisions, is important for building accurate mathematical models in a variety…
This paper presents a novel approach to address the Production Routing Problem with Privacy Preserving (PRPPP) in supply chain optimization. The integrated optimization of production, inventory, distribution, and routing decisions in…
The multi-robot adaptive sampling problem aims at finding trajectories for a team of robots to efficiently sample the phenomenon of interest within a given endurance budget of the robots. In this paper, we propose a robust and scalable…
Sequential, multiple assignment randomized trials (SMARTs), which assist in the optimization of adaptive interventions, are growing in popularity in education and behavioral sciences. This is unsurprising, as adaptive interventions reflect…
Numerous applications require algorithms that can align partially overlapping point sets while maintaining invariance to geometric transformations (e.g., similarity, affine, rigid). This paper introduces a novel global optimization method…
Reconfigurable intelligent surfaces (RISs) represent a radical new technology that can shape the radio wave propagation in wireless communication systems and offers a great variety of possible performance and implementation gains. Motivated…
We develop a highly scalable optimization method called "hierarchical group-thresholding" for solving a multi-task regression model with complex structured sparsity constraints on both input and output spaces. Despite the recent emergence…
Many optimization problems in science and engineering are highly nonlinear, and thus require sophisticated optimization techniques to solve. Traditional techniques such as gradient-based algorithms are mostly local search methods, and often…
A new technique of global optimization and its applications in particular to neural networks are presented. The algorithm is also compared to other global optimization algorithms such as Gradient descent (GD), Monte Carlo (MC), Genetic…