Related papers: Quantization-Based Optimization: Alternative Stoch…
This paper considers global optimization with a black-box unknown objective function that can be non-convex and non-differentiable. Such a difficult optimization problem arises in many real-world applications, such as parameter tuning in…
In this paper, we consider decentralized optimization problems where agents have individual cost functions to minimize subject to subspace constraints that require the minimizers across the network to lie in low-dimensional subspaces. This…
Lipschitz one-dimensional constrained global optimization (GO) problems where both the objective function and constraints can be multiextremal and non-differentiable are considered in this paper. Problems, where the constraints are verified…
Bayesian optimization is a powerful global optimization technique for expensive black-box functions. One of its shortcomings is that it requires auxiliary optimization of an acquisition function at each iteration. This auxiliary…
We propose a novel method that solves global optimization problems in two steps: (1) perform a (exponential) power-$N$ transformation to the not-necessarily differentiable objective function $f$ and get $f_N$, and (2) optimize the…
We propose a new distributed optimization algorithm for solving a class of constrained optimization problems in which (a) the objective function is separable (i.e., the sum of local objective functions of agents), (b) the optimization…
A regularization algorithm allowing random noise in derivatives and inexact function values is proposed for computing approximate local critical points of any order for smooth unconstrained optimization problems. For an objective function…
Learning unnormalized statistical models (e.g., energy-based models) is computationally challenging due to the complexity of handling the partition function. To eschew this complexity, noise-contrastive estimation~(NCE) has been proposed by…
Variational hybrid quantum-classical optimization represents one of the most promising avenue to show the advantage of nowadays noisy intermediate-scale quantum computers in solving hard problems, such as finding the minimum-energy state of…
This paper proposes a novel global optimization algorithm, Particle Filter-Based Optimization (PFO), designed for a class of stochastic optimization problems in which the objective function lacks an analytical form and is subject to noisy…
We consider the problem of estimating a good maximizer of a black-box function given noisy examples. To solve such problems, we propose to fit a new type of function which we call a global optimization network (GON), defined as any…
Adaptive random search approaches have been shown to be effective for global optimization problems, where under certain conditions, the expected performance time increases only linearly with dimension. However, previous analyses assume that…
We propose a sequential quadratic programming (SQP) algorithm for inequality constrained optimization that is robust to the presence of bounded noise in function and derivative evaluations. We cover the case where constraint evaluations…
Quantization is a widely used technique to compress and accelerate deep neural networks. However, conventional quantization methods use the same bit-width for all (or most of) the layers, which often suffer significant accuracy degradation…
We revisit random search for stochastic optimization, where only noisy function evaluations are available. We show that the method works under weaker smoothness assumptions than previously considered, and that stronger assumptions enable…
This study systematically benchmarks classical optimization strategies for the Quantum Approximate Optimization Algorithm when applied to Generalized Mean-Variance Problems under near-term Noisy Intermediate-Scale Quantum conditions. We…
The ODE method has been a workhorse for algorithm design and analysis since the introduction of the stochastic approximation. It is now understood that convergence theory amounts to establishing robustness of Euler approximations for ODEs,…
Finding an $\epsilon$-stationary point of a nonconvex function with a Lipschitz continuous Hessian is a central problem in optimization. Regularized Newton methods are a classical tool and have been studied extensively, yet they still face…
In this work, we present a new deterministic partition-based global optimization algorithm, HALO (Hybrid Adaptive Lipschitzian Optimization), which uses estimates of the local Lipschitz constants associated with different sub-regions of the…
In this work, we present a globalized stochastic semismooth Newton method for solving stochastic optimization problems involving smooth nonconvex and nonsmooth convex terms in the objective function. We assume that only noisy gradient and…