Related papers: An Efficient Global Optimization Algorithm with Ad…

In this paper we consider a distributed stochastic optimization problem without the gradient/subgradient information for the local objective functions, subject to local convex constraints. The objective functions may be non-smooth and…

Learned language-conditioned robot policies often struggle to effectively adapt to new real-world tasks even when pre-trained across a diverse set of instructions. We propose a novel approach for few-shot adaptation to unseen tasks that…

The paper proposes and justifies a new algorithm of the proximal Newton type to solve a broad class of nonsmooth composite convex optimization problems without strong convexity assumptions. Based on advanced notions and techniques of…

Stochastic Lipschitz bandit algorithms balance exploration and exploitation, and have been used for a variety of important task domains. In this paper, we present a framework for Lipschitz bandit methods that adaptively learns partitions of…

Compared with the fixed-run designs, the sequential adaptive designs (SAD) are thought to be more efficient and effective. Efficient global optimization (EGO) is one of the most popular SAD methods for expensive black-box optimization…

Majorization-minimization algorithms consist of successively minimizing a sequence of upper bounds of the objective function so that along the iterations the objective function decreases. Such a simple principle allows to solve a large…

Hyperparameter optimization (HPO) is increasingly used to automatically tune the predictive performance (e.g., accuracy) of machine learning models. However, in a plethora of real-world applications, accuracy is only one of the multiple --…

A software platform for global optimisation, called PaGMO, has been developed within the Advanced Concepts Team (ACT) at the European Space Agency, and was recently released as an open-source project. PaGMO is built to tackle…

Most commonly used \emph{adaptive} algorithms for univariate real-valued function approximation and global minimization lack theoretical guarantees. Our new locally adaptive algorithms are guaranteed to provide answers that satisfy a…

In this work, we focus on the study of stochastic zeroth-order (ZO) optimization which does not require first-order gradient information and uses only function evaluations. The problem of ZO optimization has emerged in many recent machine…

Poisson likelihood models have been prevalently used in imaging, social networks, and time series analysis. We propose fast, simple, theoretically-grounded, and versatile, optimization algorithms for Poisson likelihood modeling. The Poisson…

While traditional Deep Learning (DL) optimization methods treat all training samples equally, Distributionally Robust Optimization (DRO) adaptively assigns importance weights to different samples. However, a significant gap exists between…

This paper considers a class of distributed bilevel optimization (DBO) problems with a coupled inner-level subproblem. Existing approaches typically rely on hypergradient estimations involving computationally expensive Hessian evaluation.…

Heuristic algorithms such as simulated annealing, Concorde, and METIS are effective and widely used approaches to find solutions to combinatorial optimization problems. However, they are limited by the high sample complexity required to…

A great deal of research has been conducted in the consideration of meta-heuristic optimisation methods that are able to find global optima in settings that gradient based optimisers have traditionally struggled. Of these, so-called…

The high cost and data scarcity in scientific exploration have motivated the use of large language models (LLMs) as knowledge-driven components in Bayesian optimization (BO). However, existing approaches typically embed LLMs directly into…

Large Language Models (LLMs) in agentic workflows combine multi-step reasoning, heterogeneous tool use, and collaboration across multiple specialized agents. Existing LLM serving engines optimize individual calls in isolation, while…

In statistics, it is common to encounter multi-modal and non-smooth likelihood (or objective function) maximization problems, where the parameters have known upper and lower bounds. This paper proposes a novel derivative-free global…

In contrast to single-objective optimization (SOO), multi-objective optimization (MOO) requires an optimizer to find the Pareto frontier, a subset of feasible solutions that are not dominated by other feasible solutions. In this paper, we…

Fine-tuning large language models (LLMs) on a mixture of diverse datasets poses challenges due to data imbalance and heterogeneity. Existing methods often address these issues across datasets (globally) but overlook the imbalance and…