Related papers: Handling of constraints in multiobjective blackbox…
Many real-world optimization problems can be stated in terms of submodular functions. Furthermore, these real-world problems often involve uncertainties which may lead to the violation of given constraints. A lot of evolutionary…
In this paper we consider convex optimization problems with stochastic composite objective function subject to (possibly) infinite intersection of constraints. The objective function is expressed in terms of expectation operator over a sum…
In discrete-variable black-box optimization, the number of candidate solutions grows combinatorially, while each evaluation is often expensive. Therefore, it is important to identify promising solutions efficiently within a limited number…
Bayesian Optimization (BO) is a powerful tool for optimizing expensive black-box objective functions. While extensive research has been conducted on the single-objective optimization problem, the multi-objective optimization problem remains…
In this paper we consider multi-objective optimization problems over a box. The problem is very relevant and several computational approaches have been proposed in the literature. They broadly fall into two main classes: evolutionary…
Control synthesis under constraints is at the forefront of research on autonomous systems, in part due to its broad application from low-level control to high-level planning, where computing control inputs is typically cast as a constrained…
We propose a new black-box complexity model for search algorithms evaluating $\lambda$ search points in parallel. The parallel unary unbiased black-box complexity gives lower bounds on the number of function evaluations every parallel unary…
Single-objective black box optimization (also known as zeroth-order optimization) is the process of minimizing a scalar objective $f(x)$, given evaluations at adaptively chosen inputs $x$. In this paper, we consider multi-objective…
This work presents two new algorithms for performing constraint satisfaction. The first algorithm presented, DMaxWalkSat, is a constraint solver specialized for solving dynamic, weighted constraint satisfaction problems. The second…
This paper proposes a new algorithm for solving constrained global optimization problems where both the objective function and constraints are one-dimensional non-differentiable multiextremal Lipschitz functions. Multiextremal constraints…
In blackbox optimization, evaluation of the objective and constraint functions is time consuming. In some situations, constraint values may be evaluated independently or sequentially. The present work proposes and compares two strategies to…
In this paper we study submodular maximization under a matroid constraint in the adaptive complexity model. This model was recently introduced in the context of submodular optimization in [BS18a] to quantify the information theoretic…
This paper discusses a special kind of convex constrained optimization problem, whose constraints consist of box inequalities and linear equalities. For this problem, in addition to general optimization algorithms such as exact penalty…
Optimization problems with uncertain black-box constraints, modeled by warped Gaussian processes, have recently been considered in the Bayesian optimization setting. This work introduces a new class of constraints in which the same…
This study explores the recently proposed and challenging multi-view Anomaly Detection (AD) task. Single-view tasks will encounter blind spots from other perspectives, resulting in inaccuracies in sample-level prediction. Therefore, we…
This paper proposes a way to combine the Mesh Adaptive Direct Search (MADS) algorithm with the Cross-Entropy (CE) method for non smooth constrained optimization. The CE method is used as a Search step by the MADS algorithm. The result of…
The problem of constrained Markov decision process is considered. An agent aims to maximize the expected accumulated discounted reward subject to multiple constraints on its costs (the number of constraints is relatively small). A new dual…
Constraint handling plays a key role in solving realistic complex optimization problems. Though intensively discussed in the last few decades, existing constraint handling techniques predominantly rely on human experts' designs, which more…
We study the problem of constrained efficient global optimization, where both the objective and constraints are expensive black-box functions that can be learned with Gaussian processes. We propose CONFIG (CONstrained efFIcient Global…
Optimistic methods have been applied with success to single-objective optimization. Here, we attempt to bridge the gap between optimistic methods and multi-objective optimization. In particular, this paper is concerned with solving…