Related papers: Optimization by moving ridge functions: Derivative…
An adaptive regularization algorithm for unconstrained nonconvex optimization is presented in which the objective function is never evaluated, but only derivatives are used. This algorithm belongs to the class of adaptive regularization…
We propose to learn deep undirected graphical models (i.e., MRFs) with a non-ELBO objective for which we can calculate exact gradients. In particular, we optimize a saddle-point objective deriving from the Bethe free energy approximation to…
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…
We present a stochastic descent algorithm for unconstrained optimization that is particularly efficient when the objective function is slow to evaluate and gradients are not easily obtained, as in some PDE-constrained optimization and…
We present a globally convergent method to accelerate density-based topology optimization using projection-based reduced-order models (ROMs) and trust-region methods. To accelerate topology optimization, we replace the large-scale finite…
We investigate the unconstrained global optimization of functions with low effective dimensionality, that are constant along certain (unknown) linear subspaces. Extending the technique of random subspace embeddings in [Wang et al., Bayesian…
We present a new, deadlock-free, routing scheme for toroidal interconnection networks, called OutFlank Routing (OFR). OFR is an adaptive strategy which exploits non-minimal links, both in the source and in the destination nodes. When…
Ridge functions have recently emerged as a powerful set of ideas for subspace-based dimension reduction. In this paper we begin by drawing parallels between ridge subspaces, sufficient dimension reduction and active subspaces, contrasting…
Derivative-free optimization problems are optimization problems where derivative information is unavailable. The least Frobenius norm updating quadratic interpolation model function is one of the essential under-determined model functions…
In this work, we utilize a Trust Region based Derivative Free Optimization (DFO-TR) method to directly maximize the Area Under Receiver Operating Characteristic Curve (AUC), which is a nonsmooth, noisy function. We show that AUC is a smooth…
We consider the optimization problem of minimizing an objective functional, which admits a variational form and is defined over probability distributions on the constrained domain, which poses challenges to both theoretical analysis and…
This paper provides an orientation angle optimization method for the design of fiber-reinforced composite materials using topology optimization. The orientation angle optimization is based on a topological derivative, which measures the…
The problem we consider is a multi-objective optimization problem, in which the goal is to find an optimal value of a vector function representing various criteria. The aim of this work is to develop an algorithm which utilizes the trust…
In the present work, a new computational framework for structural topology optimization based on the concept of moving deformable components is proposed. Compared with the traditional pixel or node point-based solution framework, the…
We consider the minimization of submodular functions subject to ordering constraints. We show that this optimization problem can be cast as a convex optimization problem on a space of uni-dimensional measures, with ordering constraints…
We develop an algorithm for minimizing a function using $n$ batched function value measurements at each of $T$ rounds by using classifiers to identify a function's sublevel set. We show that sufficiently accurate classifiers can achieve…
The paper discusses derivative-free optimization (DFO), which involves minimizing a function without access to gradients or directional derivatives, only function evaluations. Classical DFO methods, which mimic gradient-based methods, such…
In statistics, it is common to encounter multi-modal and non-smooth likelihood (or objective function) maximization problems, where the parameters have known upper and lower bounds. This paper proposes a novel derivative-free global…
We present the Trust Region Adversarial Functional Subdifferential (TRAFS) algorithm for constrained optimization of nonsmooth convex Lipschitz functions. Unlike previous methods that assume a subgradient oracle model, we work with the…
The superiorization methodology is intended to work with input data of constrained minimization problems, that is, a target function and a set of constraints. However, it is based on an antipodal way of thinking to what leads to constrained…