Related papers: A Solution for Large Scale Optimization Problems B…
A lot of real-world engineering problems represent dynamicity with nests of nonlinearities due to highly complex network of exponential functions or large number of differential equations interacting together. Such search spaces are…
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…
We consider the problem of assigning or allocating resources to a set of jobs. We consider the case when the resources are fungible, that is, the job can be done with any mix of the resources, but with different efficiencies. In our…
We present a non-convex optimization algorithm metaheuristic, based on the training of a deep generative network, which enables effective searching within continuous, ultra-high dimensional landscapes. During network training, populations…
We address the problem of minimizing a convex function over the space of large matrices with low rank. While this optimization problem is hard in general, we propose an efficient greedy algorithm and derive its formal approximation…
In this article the most fundamental decomposition-based optimization method - block coordinate search, based on the sequential decomposition of problems in subproblems - and building performance simulation programs are used to reason about…
Training of Artificial Neural Networks is a complex task of great importance in supervised learning problems. Evolutionary Algorithms are widely used as global optimization techniques and these approaches have been used for Artificial…
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…
The efficient solution of large-scale multiterm linear matrix equations is a challenging task in numerical linear algebra, and it is a largely open problem. We propose a new iterative scheme for symmetric and positive definite operators,…
Scalable Gaussian process (GP) inference is essential for sequential decision-making tasks, yet improving GP scalability remains a challenging problem with many open avenues of research. This paper focuses on iterative GPs, where iterative…
We give new results for problems in computational and statistical machine learning using tools from high-dimensional geometry and probability. We break up our treatment into two parts. In Part I, we focus on computational considerations in…
In many learning settings, it is beneficial to augment the main features with pairwise interactions. Such interaction models can be often enhanced by performing variable selection under the so-called strong hierarchy constraint: an…
While Large Language Models (LLMs) have recently shown promise in Automated Heuristic Design (AHD), existing approaches typically formulate AHD around constructive priority rules or parameterized local search guidance, thereby restricting…
While most heuristics studied in heuristic search depend only on the state, some accumulate information during search and thus also depend on the search history. Various existing approaches use such dynamic heuristics in $\mathrm{A}^*$-like…
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…
Combinatorial optimization is a broadly attractive area for potential quantum advantage, but no quantum algorithm has yet made the leap. Noise in quantum hardware remains a challenge, and more sophisticated quantum-classical algorithms are…
This thesis is concerned with continuous, static, and single-objective optimization problems subject to inequality constraints. Nevertheless, some methods to handle other kinds of problems are briefly reviewed. The particle swarm…
We propose an algorithm to approximate solutions of global optimization problems in Sobolev spaces that follows the spirit of Consensus-based algorithms in finite dimensions. The main ingredient are Gaussian processes. In fact, we exploit…
In this paper the approach to solving several combinatorial optimization problems using the local search and the genetic algorithm techniques is proposed. Initially this approach was developed in purpose to overcome some difficulties…
Building upon our earlier work of a martingale approach to global optimization, a powerful stochastic search scheme for the global optimum of cost functions is proposed on the basis of change of measures on the states that evolve as…