Related papers: On the mean-field limit for the consensus-based op…

Optimization is nothing but a mathematical technique which finds maxima or minima of any function of concern in some realistic region. Different optimization techniques are proposed which are competing for the best solution. Particle Swarm…

In this paper, we develop an analytical framework for the partial differential equation underlying the consensus-based optimization model. The main challenge arises from the nonlinear, nonlocal nature of the consensus point, coupled with a…

We consider a mean-field control problem in which admissible controls are required to be adapted to the common noise filtration. The main objective is to show how the mean-field control problem can be approximates by time consistent…

Bio-inspired optimization algorithms have been gaining more popularity recently. One of the most important of these algorithms is particle swarm optimization (PSO). PSO is based on the collective intelligence of a swam of particles. Each…

Many real-world optimisation problems such as hyperparameter tuning in machine learning or simulation-based optimisation can be formulated as expensive-to-evaluate black-box functions. A popular approach to tackle such problems is Bayesian…

This paper studies the problem of globally optimizing a variable of interest that is part of a causal model in which a sequence of interventions can be performed. This problem arises in biology, operational research, communications and,…

This paper generalizes an important result from the PAC-Bayesian literature for binary classification to the case of ensemble methods for structured outputs. We prove a generic version of the \Cbound, an upper bound over the risk of models…

Proximal policy optimization (PPO) approximates the trust region update using multiple epochs of clipped SGD. Each epoch may drift further from the natural gradient direction, creating path-dependent noise. To understand this drift, we can…

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…

Designing a fast and efficient optimization method with local optima avoidance capability on a variety of optimization problems is still an open problem for many researchers. In this work, the concept of a new global optimization method…

Central Force Optimization (CFO) is a new nature-inspired deterministic multi-dimensional search and optimization metaheuristic based on the metaphor of gravitational kinematics. CFO is applied to the PBM antenna benchmark suite and the…

We address the problem of optimising the average payoff for a large number of cooperating agents, where the payoff function is unknown and treated as a black box. While standard Bayesian Optimisation (BO) methods struggle with the…

In this paper we provide a rigorous convergence analysis for the renowned particle swarm optimization method by using tools from stochastic calculus and the analysis of partial differential equations. Based on a time-continuous formulation…

Particle swarm optimization (PSO) is attracting an ever-growing attention and more than ever it has found many application areas for many challenging optimization problems. It is, however, a known fact that PSO has a severe drawback in the…

Bayesian optimization (BO) is a popular, sample-efficient technique for expensive, black-box optimization. One such problem arising in manufacturing is that of maximizing the reliability, or equivalently minimizing the probability of a…

The particle swarm optimization (PSO) algorithm has been recently introduced in the non--linear programming, becoming widely studied and used in a variety of applications. Starting from its original formulation, many variants for…

Bayesian Optimization (BO) is a well-established method for addressing black-box optimization problems. In many real-world scenarios, optimization often involves multiple functions, emphasizing the importance of leveraging data and learned…

In decision-making problems, the outcome of an intervention often depends on the causal relationships between system components and is highly costly to evaluate. In such settings, causal Bayesian optimization (CBO) can exploit the causal…

Many real-world problems are dynamic optimization problems. In this case, the optima in the environment change dynamically. Therefore, traditional optimization algorithms disable to track and find optima. In this paper, a new multi-swarm…

Population-based methods can cope with a variety of different problems, including problems of remarkably higher complexity than those traditional methods can handle. The main procedure consists of successively updating a population of…