Related papers: An Efficient Global Optimization Algorithm with Ad…
This study presents an effective global optimization technique designed for multivariate functions that are H\"older continuous. Unlike traditional methods that construct lower bounding proxy functions, this algorithm employs a…
This paper deals with two kinds of the one-dimensional global optimization problems over a closed finite interval: (i) the objective function $f(x)$ satisfies the Lipschitz condition with a constant $L$; (ii) the first derivative of $f(x)$…
We propose and assess a new global (derivative-free) optimization algorithm, inspired by the LIPO algorithm, which uses variance-based sensitivity analysis (Sobol indices) to reduce the number of calls to the objective function. This method…
A new technique of global optimization and its applications in particular to neural networks are presented. The algorithm is also compared to other global optimization algorithms such as Gradient descent (GD), Monte Carlo (MC), Genetic…
Consensus-based optimization (CBO) is a multi-agent metaheuristic derivative-free optimization algorithm that has proven to be capable of globally minimizing nonconvex nonsmooth functions across a diverse range of applications while being…
The global optimization have the very extensive applications in econometrics, science and engineering. However, the global optimization for non-convex objective functions is particularly difficult since most of the existing global…
We propose a novel hashing-based matching scheme, called Locally Optimized Hashing (LOH), based on a state-of-the-art quantization algorithm that can be used for efficient, large-scale search, recommendation, clustering, and deduplication.…
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…
Randomized smoothing is a widely adopted technique for optimizing nonsmooth objective functions. However, its efficiency analysis typically relies on global Lipschitz continuity, a condition rarely met in practical applications. To address…
In the field of global optimization, many existing algorithms face challenges posed by non-convex target functions and high computational complexity or unavailability of gradient information. These limitations, exacerbated by sensitivity to…
The higher-order guaranteed lower eigenvalue bounds of the Laplacian in the recent work by Carstensen, Ern, and Puttkammer [Numer. Math. 149, 2021] require a parameter $C_{\mathrm{st},1}$ that is found $\textit{not}$ robust as the…
A global optimization problem is studied where the objective function $f(x)$ is a multidimensional black-box function and its gradient $f'(x)$ satisfies the Lipschitz condition over a hyperinterval with an unknown Lipschitz constant $K$.…
A gradient-free deterministic method is developed to solve global optimization problems for Lipschitz continuous functions defined in arbitrary path-wise connected compact sets in Euclidean spaces. The method can be regarded as granular…
Consensus-based optimization (CBO) is a versatile multi-particle optimization method for performing nonconvex and nonsmooth global optimizations in high dimensions. Proofs of global convergence in probability have been achieved for a broad…
The Highly Adaptive Lasso (HAL) delivers unprecedented guarantees in nonparametric minimum loss estimation under minimal smoothness assumptions, such as dimension-free minimax optimal rates. However, the practical use of HAL has been…
Dynamical low-rank (DLR) approximation methods have previously been developed for time-dependent radiation transport problems. One crucial drawback of DLR is that it does not conserve important quantities of the calculation, which limits…
This paper investigates a category of constrained fractional optimization problems that emerge in various practical applications. The objective function for this category is characterized by the ratio of a numerator and denominator, both…
In many practical decision-making problems it happens that functions involved in optimization process are black-box with unknown analytical representations and hard to evaluate. In this paper, a global optimization problem is considered…
Deep neural networks achieve state-of-the-art performance in a variety of tasks by extracting a rich set of features from unstructured data, however this performance is closely tied to model size. Modern techniques for inducing sparsity and…
In this study, we propose a global optimization algorithm based on quantizing the energy level of an objective function in an NP-hard problem. According to the white noise hypothesis for a quantization error with a dense and uniform…