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This paper proposes novel algorithm for non-convex multimodal constrained optimisation problems. It is based on sequential solving restrictions of problem to sections of feasible set by random subspaces (in general, manifolds) of low…

Optimization and Control · Mathematics 2023-03-28 Dmitry A. Pasechnyuk , Alexander Gornov

We introduce a continuous global optimization method to the field of surface reconstruction from discrete noisy cloud of points with weak information on orientation. The proposed method uses an energy functional combining flux-based…

Graphics · Computer Science 2017-08-01 Rongjiang Pan , Vaclav Skala

Techniques involving factorization are found in a wide range of applications and have enjoyed significant empirical success in many fields. However, common to a vast majority of these problems is the significant disadvantage that the…

Numerical Analysis · Computer Science 2015-06-26 Benjamin D. Haeffele , Rene Vidal

We propose a family of nonconvex optimization algorithms that are able to save gradient and negative curvature computations to a large extent, and are guaranteed to find an approximate local minimum with improved runtime complexity. At the…

Machine Learning · Computer Science 2017-12-12 Yaodong Yu , Difan Zou , Quanquan Gu

We propose a new gradient descent algorithm with added stochastic terms for finding the global optimizers of nonconvex optimization problems. A key component in the algorithm is the adaptive tuning of the randomness based on the value of…

Optimization and Control · Mathematics 2025-06-16 Björn Engquist , Kui Ren , Yunan Yang

The paper provides global optimization algorithms for two particularly difficult nonconvex problems raised by hybrid system identification: switching linear regression and bounded-error estimation. While most works focus on local…

Machine Learning · Computer Science 2017-11-27 Fabien Lauer

A common way of partitioning graphs is through minimum cuts. One drawback of classical minimum cut methods is that they tend to produce small groups, which is why more balanced variants such as normalized and ratio cuts have seen more…

Machine Learning · Computer Science 2024-10-07 Chakib Fettal , Lazhar Labiod , Mohamed Nadif

The design of minimum-compliance bending-resistant structures with continuous cross-section parameters is a challenging task because of its inherent non-convexity. Our contribution develops a strategy that facilitates computing all…

Optimization and Control · Mathematics 2022-05-06 Marek Tyburec , Jan Zeman , Martin Kružík , Didier Henrion

Existing works on "black-box" model interpretation use local-linear approximations to explain the predictions made for each data instance in terms of the importance assigned to the different features for arriving at the prediction. These…

Machine Learning · Computer Science 2019-08-28 Kartik Ahuja , William Zame , Mihaela van der Schaar

Multidimensional optimization problems where the objective function and the constraints are multiextremal non-differentiable Lipschitz functions (with unknown Lipschitz constants) and the feasible region is a finite collection of robust…

Optimization and Control · Mathematics 2015-03-19 Yaroslav D. Sergeyev , Paolo Pugliese , Domenico Famularo

The minimisation of cost functions is crucial in various optimisation fields. However, identifying their global minimum remains challenging owing to the huge computational cost incurred. This work analytically expresses the computational…

Neural and Evolutionary Computing · Computer Science 2021-11-22 Takuya Isomura

Optimization seeks extremal points in a function. When there are superextensively many optima, optimization algorithms are liable to get stuck. Under these conditions, generic algorithms tend to find marginal optima, which have many nearly…

Disordered Systems and Neural Networks · Physics 2024-07-25 Jaron Kent-Dobias

A method is presented that can find the global minimum of very complex condensed matter systems. It is based on the simple principle of exploring the configurational space as fast as possible and of avoiding revisiting known parts of this…

Materials Science · Physics 2007-05-23 Stefan Goedecker

Research on new optimization algorithms is often funded based on the motivation that such algorithms might improve the capabilities to deal with real-world and industrially relevant optimization challenges. Besides a huge variety of…

Neural and Evolutionary Computing · Computer Science 2020-07-02 Ramses Sala , Ralf Müller

We consider minimization of functions that are compositions of convex or prox-regular functions (possibly extended-valued) with smooth vector functions. A wide variety of important optimization problems fall into this framework. We describe…

Optimization and Control · Mathematics 2015-04-24 A. S. Lewis , S. J. Wright

This paper presents a piecewise convexification method for solving non-convex multi-objective optimization problems with box constraints. Based on the ideas of the $\alpha$-based Branch and Bound (${\rm \alpha BB}$) method of global…

Optimization and Control · Mathematics 2022-06-28 Q. Zhu , L. P. Tang , X. M. Yang

Bayesian optimization is an effective method for finding extrema of a black-box function. We propose a new type of Bayesian optimization for learning user preferences in high-dimensional spaces. The central assumption is that the underlying…

Machine Learning · Statistics 2020-08-17 Petrus Mikkola , Milica Todorović , Jari Järvi , Patrick Rinke , Samuel Kaski

We present a new approach for finding a minimal value of an arbitrary function assuming only its continuity. The process avoids verifying Lagrange- or KKT-conditions. The method enables us to obtain a Brouwer fixed point (of a continuous…

Optimization and Control · Mathematics 2020-09-24 Sompong Dhompongsa , Wachirapong Jirakitpuwapat , Konrawut Khammahawong , Poom Kumam

The global minimum point of an optimization problem is of interest in engineering fields and it is difficult to be found, especially for a nonconvex large-scale optimization problem. In this article, we consider a new memetic algorithm for…

Neural and Evolutionary Computing · Computer Science 2023-12-14 Xin-long Luo , Hang Xiao , Sen Zhang

In contrast to the many continuous global optimization methods that assume the objective function and constraints are factorable, we study how to find globally maximal solutions to problems that are not factorable, focusing on a particular…

Optimization and Control · Mathematics 2022-08-31 Hugh Medal , Izuwa Ahanor