Related papers: An efficient optimization model and tabu search-ba…
Sampling-based optimization (SBO), like cross-entropy method and evolutionary algorithms, has achieved many successes in solving non-convex problems without gradients, yet its convergence is poorly understood. In this paper, we establish a…
Given a single observation from a Gaussian distribution with unknown mean $\theta$, we design computationally efficient procedures that can approximately generate an observation from a different target distribution $Q_{\theta}$ uniformly…
Bayesian optimization devolves the global optimization of a costly objective function to the global optimization of a sequence of acquisition functions. This inner-loop optimization can be catastrophically difficult if it involves posterior…
Distributed optimization aims to leverage the local computation and communication capabilities of each agent to achieve a desired global objective. This paper addresses the distributed pose graph optimization (PGO) problem under non-convex…
Many science and engineering applications feature non-convex optimization problems where the objective function can not be handled analytically, i.e. it is a black box. Examples include design optimization via experiments, or via costly…
Time-Dependent Constrained Path Optimization (TD-CPO) takes the following input: (i) time-dependent (TD) road network, (ii) source ($s$), (iii) destination ($d$), (iv) departure time ($t$) and, (v) budget ($\mathcal{B}$). In TD graph, each…
This paper presents an investigation of two search techniques, tabu search (TS) and simulated annealing (SA), to assess their relative merits when applied to engineering design optimisation. Design optimisation problems are generally…
Designing search algorithms for finding global optima is one of the most active research fields, recently. These algorithms consist of two main categories, i.e., classic mathematical and metaheuristic algorithms. This article proposes a…
Density-based mode-seeking methods generate a \emph{density-ascending dependency} from low-density points towards higher-density neighbors. Current mode-seeking methods identify modes by breaking some dependency connections, but relying…
In this work we extend the class of Consensus-Based Optimization (CBO) metaheuristic methods by considering memory effects and a random selection strategy. The proposed algorithm iteratively updates a population of particles according to a…
We present convergence and error estimates of the time-discrete consensus-based optimization(CBO) algorithms proposed in [arXiv:1909.09249] for general nonconvex functions. In authors' recent work [arxiv: 1910.08239], rigorous error…
Optimization problems aim to find the optimal solution, which is becoming increasingly complex and difficult to solve. Traditional evolutionary optimization methods always overlook the granular characteristics of solution space. In the real…
We consider a general class of regression models with normally distributed covariates, and the associated nonconvex problem of fitting these models from data. We develop a general recipe for analyzing the convergence of iterative algorithms…
This paper studies the distributed optimization problem with possibly nonidentical local constraints, where its global objective function is composed of $N$ convex functions. The aim is to solve the considered optimization problem in a…
L1 -penalized regression methods such as the Lasso (Tibshirani 1996) that achieve both variable selection and shrinkage have been very popular. An extension of this method is the Fused Lasso (Tibshirani and Wang 2007), which allows for the…
In a distributed system, Task Assignment Problem (TAP) is a key factor for obtaining efficiency. TAP illustrates the appropriate allocation of tasks to the processor of each computer. In this problem, the proposed methods up to now try to…
Recently it has been shown that using diffusion models for inverse problems can lead to remarkable results. However, these approaches require a closed-form expression of the degradation model and can not support complex degradations. To…
Distributionally robust optimization (DRO) problems are increasingly seen as a viable method to train machine learning models for improved model generalization. These min-max formulations, however, are more difficult to solve. We therefore…
This paper proposes novel algorithm for non-convex multimodal constrained optimisation problems. It is based on sequential solving restrictions of problem to sections of feasible set by random subspaces (in general, manifolds) of low…
Distributionally robust optimization (DRO) is a widely used framework for optimizing objective functionals in the presence of both randomness and model-form uncertainty. A key step in the practical solution of many DRO problems is a…