Related papers: Consensus-Based Optimization for Saddle Point Prob…

In this work, we study the asymptotic randomness of an algorithmic estimator of the saddle point of a globally convex-concave and locally strongly-convex strongly-concave objective. Specifically, we show that the averaged iterates of a…

This paper considers continuous-time coordination algorithms for networks of agents that seek to collectively solve a general class of nonsmooth convex optimization problems with an inherent distributed structure. Our algorithm design…

We study the factor model problem, which aims to uncover low-dimensional structures in high-dimensional datasets. Adopting a robust data-driven approach, we formulate the problem as a saddle-point optimization. Our primary contribution is a…

Nature-inspired swarm-based algorithms have been widely applied to tackle high-dimensional and complex optimization problems across many disciplines. They are general purpose optimization algorithms, easy to use and implement, flexible and…

Saddle-point problems have recently gained increased attention from the machine learning community, mainly due to applications in training Generative Adversarial Networks using stochastic gradients. At the same time, in some applications…

Offline procedures for estimating parameters of robot dynamics are practically based on the parameterized inverse dynamic model. In this paper, we present a novel approach to parameter estimation of robot dynamics which removes the…

The distributed setting for Saddle Problems (SPs) has recently emerged as a framework for various modern applications in machine learning and multiagent systems. Despite its relevance, the theoretical foundations of this setting have not…

Solving non-convex minimization problems using multi-particle metaheuristic derivative-free optimization methods is still an active area of research. Popular methods are Particle Swarm Optimization (PSO) methods, that iteratively update a…

Particle Swarm Optimisation (PSO) is a powerful optimisation algorithm that can be used to locate global maxima in a search space. Recent interest in swarms of Micro Aerial Vehicles (MAVs) begs the question as to whether PSO can be used as…

Particle swarm optimization (PSO) is a search algorithm based on stochastic and population-based adaptive optimization. In this paper, a pathfinding strategy is proposed to improve the efficiency of path planning for a broad range of…

Particle swarm optimization (PSO) is attracting an ever-growing attention and more than ever it has found many application areas for many challenging optimization problems. It is, however, a known fact that PSO has a severe drawback in the…

Bayesian Optimization (BO) is a widely used approach for blackbox optimization that leverages a Gaussian process (GP) model and an acquisition function to guide future sampling. While effective in low-dimensional settings, BO faces…

We address an optimization problem where the cost function is the expectation of a random mapping. To tackle the problem two approaches based on the approximation of the objective function by consensus-based particle optimization methods on…

We consider distributed convex-concave saddle point problems over arbitrary connected undirected networks and propose a decentralized distributed algorithm for their solution. The local functions distributed across the nodes are assumed to…

In this paper, we consider non-convex stochastic bilevel optimization (SBO) problems that have many applications in machine learning. Although numerous studies have proposed stochastic algorithms for solving these problems, they are limited…

We introduce the Hamiltonian Monte Carlo Particle Swarm Optimizer (HMC-PSO), an optimization algorithm that reaps the benefits of both Exponentially Averaged Momentum PSO and HMC sampling. The coupling of the position and velocity of each…

We consider convex-concave saddle-point problems where the objective functions may be split in many components, and extend recent stochastic variance reduction methods (such as SVRG or SAGA) to provide the first large-scale linearly…

In Causal Bayesian Optimization (CBO), an agent intervenes on an unknown structural causal model to maximize a downstream reward variable. In this paper, we consider the generalization where other agents or external events also intervene on…

This work utilizes a particle swarm optimizer (PSO) for initial orbit determination for a chief and deputy scenario in the circular restricted three-body problem (CR3BP). The PSO is used to minimize the difference between actual and…

In this paper, we develop a socially cooperative optimal control framework to address the motion planning problem for connected and automated vehicles (CAVs) in mixed traffic using social value orientation (SVO) and a potential game…