Related papers: Consensus-Based Optimization for Saddle Point Prob…
Particle Swarm Optimization (PSO) has emerged as a powerful metaheuristic global optimization approach over the past three decades. Its appeal lies in its ability to tackle complex multidimensional problems that defy conventional…
Recently, the problem of local minima in very high dimensional non-convex optimization has been challenged and the problem of saddle points has been introduced. This paper introduces a dynamic type of normalization that forces the system to…
In this letter, we first propose a \underline{Z}eroth-\underline{O}rder c\underline{O}ordinate \underline{M}ethod~(ZOOM) to solve the stochastic optimization problem over a decentralized network with only zeroth-order~(ZO) oracle feedback…
Selection of perefect parameters for low-pass filters can sometimes be an expensive problem with no analytical solution or differentiability of cost function. In this paper, we introduce a new PSO-inspired algorithm, that incorporates the…
Many problems in real life can be converted to combinatorial optimization problems (COPs) on graphs, that is to find a best node state configuration or a network structure such that the designed objective function is optimized under some…
Distributed nonconvex optimization underpins key functionalities of numerous distributed systems, ranging from power systems, smart buildings, cooperative robots, vehicle networks to sensor networks. Recently, it has also merged as a…
Self-alignment, whereby models learn to improve themselves without human annotation, is a rapidly growing research area. However, existing techniques often fail to improve complex reasoning tasks due to the difficulty of assigning correct…
Optimization is becoming increasingly common in scientific and engineering domains. Oftentimes, these problems involve various levels of stochasticity or uncertainty in generating proposed solutions. Therefore, optimization in these…
In the crowded environment of bio-inspired population-based metaheuristics, the Salp Swarm Optimization (SSO) algorithm recently appeared and immediately gained a lot of momentum. Inspired by the peculiar spatial arrangement of salp…
In this paper, we present a receding-horizon, sampling-based planner capable of reasoning over multimodal policy distributions. By using the cross-entropy method to optimize a multimodal policy under a common cost function, our approach…
Two of the most prominent algorithms for solving unconstrained smooth games are the classical stochastic gradient descent-ascent (SGDA) and the recently introduced stochastic consensus optimization (SCO) [Mescheder et al., 2017]. SGDA is…
Safety-critical learning requires policies that improve performance without leaving the safe operating regime. We study constrained policy learning where model parameters must satisfy rollout-based safety constraints that can be evaluated…
General purpose optimization routines such as nlminb, optim (R) or nlmixed (SAS) are frequently used to estimate model parameters in nonstandard distributions. This paper presents Particle Swarm Optimization (PSO), as an alternative to many…
Recently, the paper [12] introduces a derivative-free consensus-based particle method that finds the Nash equilibrium of non-convex multiplayer games, where it proves the global exponential convergence in the sense of mean-field law. This…
This paper studies a structured compound stochastic program (SP) involving multiple expectations coupled by nonconvex and nonsmooth functions. We present a successive convex-programming based sampling algorithm and establish its…
Model merging has emerged as an efficient strategy for constructing multitask models by integrating the strengths of multiple available expert models, thereby reducing the need to fine-tune a pre-trained model for all the tasks from…
Stochastic saddle point (SSP) problems are, in general, less studied compared to stochastic minimization problems. However, SSP problems emerge from machine learning (adversarial training, e.g., GAN, AUC maximization), statistics (robust…
In this work, we study the stochastic optimal control problem (SOC) mainly from the probabilistic view point, i.e. via the Stochastic Maximum principle (SMP) \cite{Peng4}. We adopt the sample-wise backpropagation scheme proposed in…
Designing a fast and efficient optimization method with local optima avoidance capability on a variety of optimization problems is still an open problem for many researchers. In this work, the concept of a new global optimization method…
This paper considers optimization problems where the objective is the sum of a function given by an expectation and a closed convex composite function, and proposes stochastic composite proximal bundle (SCPB) methods for solving it.…