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This work introduces the StoMADS-PB algorithm for constrained stochastic blackbox optimization, which is an extension of the mesh adaptive direct-search (MADS) method originally developed for deterministic blackbox optimization under…

Optimization and Control · Mathematics 2022-07-29 Kwassi Joseph Dzahini , Michael Kokkolaras , Sébastien Le Digabel

One of the most challenging problems in evolutionary computation is to select from its family of diverse solvers one that performs well on a given problem. This algorithm selection problem is complicated by the fact that different phases of…

Neural and Evolutionary Computing · Computer Science 2020-06-12 Diederick Vermetten , Hao Wang , Carola Doerr , Thomas Bäck

The optimization of yields in multi-reactor systems, which are advanced tools in heterogeneous catalysis research, presents a significant challenge due to hierarchical technical constraints. To this respect, this work introduces a novel…

Machine Learning · Computer Science 2024-08-06 Markus Grimm , Sébastien Paul , Pierre Chainais

Developing efficient Bayesian computation algorithms for imaging inverse problems is challenging due to the dimensionality involved and because Bayesian imaging models are often not smooth. Current state-of-the-art methods often address…

Computation · Statistics 2023-05-04 Marcelo Pereyra , Luis A. Vargas-Mieles , Konstantinos C. Zygalakis

Recent advancements in large language models (LLMs) have spurred growing interest in automatic theorem proving using Lean4, where effective tree search methods are crucial for navigating the underlying large proof search spaces. While the…

Artificial Intelligence · Computer Science 2025-10-10 Ran Xin , Chenguang Xi , Jie Yang , Feng Chen , Hang Wu , Xia Xiao , Yifan Sun , Shen Zheng , Kai Shen

Recent advances have extended the scope of Bayesian optimization (BO) to expensive-to-evaluate black-box functions with dozens of dimensions, aspiring to unlock impactful applications, for example, in the life sciences, neural architecture…

Machine Learning · Computer Science 2026-05-15 Leonard Papenmeier , Luigi Nardi , Matthias Poloczek

In this paper, we study the performance of IPOP-saACM-ES, recently proposed self-adaptive surrogate-assisted Covariance Matrix Adaptation Evolution Strategy. The algorithm was tested using restarts till a total number of function…

Neural and Evolutionary Computing · Computer Science 2012-06-06 Ilya Loshchilov , Marc Schoenauer , Michèle Sebag

Mixed-integer programming (MIP) has emerged as a powerful framework for learning optimal decision trees. Yet, existing MIP approaches for regression tasks are either limited to purely binary features or become computationally intractable…

Machine Learning · Computer Science 2025-10-29 Cristobal Heredia , Pedro Chumpitaz-Flores , Kaixun Hua

We evaluate and extend the solution methods for models with binary and multiple continuous choice variables in dynamic programming, particularly in cases where a discrete state space solution method is not viable. Therefore, we approximate…

General Economics · Economics 2023-05-05 Yasin Kürşat Önder

The horseshoe prior is frequently employed in Bayesian analysis of high-dimensional models, and has been shown to achieve minimax optimal risk properties when the truth is sparse. While optimization-based algorithms for the extremely…

Computation · Statistics 2018-10-16 James E. Johndrow , Paulo Orenstein , Anirban Bhattacharya

Bayesian Optimization (BO) is a popular framework for optimizing black-box functions. Despite its effectiveness, BO is often inefficient for high-dimensional problems due to the exponential growth of the search space, heterogeneity of the…

Optimization and Control · Mathematics 2026-05-08 Sourav Das , Debjani Chakraborty , Pabitra Mitra

Bayesian optimisation (BO) is a standard approach for sample-efficient global optimisation of expensive black-box functions, yet its scalability to high dimensions remains challenging. Here, we investigate nonlinear dimensionality reduction…

Optimization and Control · Mathematics 2025-10-20 Luo Long , Coralia Cartis , Paz Fink Shustin

Contemporary distribution network can be seen with diverse dispatchable and non-dispatchable energy resources. The coordinated scheduling of these dispatchable resources with non-dispatchable resources can provide several techno-economic…

Systems and Control · Electrical Eng. & Systems 2023-07-04 Rayees Ahmad Thokar , Nikhil Gupta , K. R. Niazi , Anil Swarnkar , Nand K. Meena , Jin Yang

The large-scale multiobjective optimization problem (LSMOP) is characterized by simultaneously optimizing multiple conflicting objectives and involving hundreds of decision variables. Many real-world applications in engineering fields can…

Neural and Evolutionary Computing · Computer Science 2023-04-17 Haokai Hong , Min Jiang , Gary G. Yen

This paper addresses the problem of blind demixing of instantaneous mixtures in a multiple-input multiple-output communication system. The main objective is to present efficient blind source separation (BSS) algorithms dedicated to moderate…

Information Theory · Computer Science 2016-06-30 Syed A. W. Shah , Karim Abed-Meraim , Tareq Y. Al-Naffouri

High dimensional black-box optimization has broad applications but remains a challenging problem to solve. Given a set of samples $\{\vx_i, y_i\}$, building a global model (like Bayesian Optimization (BO)) suffers from the curse of…

Machine Learning · Computer Science 2022-03-15 Linnan Wang , Rodrigo Fonseca , Yuandong Tian

Recent approaches to training algorithm selectors in the black-box optimisation domain have advocated for the use of training data that is algorithm-centric in order to encapsulate information about how an algorithm performs on an instance,…

Machine Learning · Computer Science 2025-01-22 Quentin Renau , Emma Hart

Study of the production of pairs of top quarks in association with a Higgs boson is one of the primary goals of the Large Hadron Collider over the next decade, as measurements of this process may help us to understand whether the uniquely…

High Energy Physics - Experiment · Physics 2017-04-26 Roberto Santos , Marcus Nguyen , Jordan Webster , Soo Ryu , Jahred Adelman , Sergei Chekanov , Jie Zhou

We formulate selecting the best optimizing system (SBOS) problems and provide solutions for those problems. In an SBOS problem, a finite number of systems are contenders. Inside each system, a continuous decision variable affects the…

Methodology · Statistics 2025-11-04 Nian Si , Yifu Tang , Zeyu Zheng

The emergence of Big Data has enabled new research perspectives in the discrete choice community. While the techniques to estimate Machine Learning models on a massive amount of data are well established, these have not yet been fully…

Optimization and Control · Mathematics 2020-12-23 Gael Lederrey , Virginie Lurkin , Tim Hillel , Michel Bierlaire