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IntLevPy provides a comprehensive description of the IntLevPy Package, a Python library designed for simulating and analyzing intermittent and L\'evy processes. The package includes functionalities for process simulation, including full…
We consider robust discrete minimization problems where uncertainty is defined by a convex set in the objective. We show how an integrality gap verifier for the linear programming relaxation of the non-robust version of the problem can be…
Optimizing discrete black-box functions is key in several domains, e.g. protein engineering and drug design. Due to the lack of gradient information and the need for sample efficiency, Bayesian optimization is an ideal candidate for these…
This paper introduces ROmodel, an open source Python package extending the modeling capabilities of the algebraic modeling language Pyomo to robust optimization problems. ROmodel helps practitioners transition from deterministic to robust…
The partially observable constrained optimization problems (POCOPs) impede data-driven optimization techniques since an infeasible solution of POCOPs can provide little information about the objective as well as the constraints. We endeavor…
We introduce PrivPy, a practical privacy-preserving collaborative computation framework, especially optimized for machine learning tasks. PrivPy provides an easy-to-use and highly compatible Python programming front-end which supports…
In this paper we introduce disciplined convex-concave programming (DCCP), which combines the ideas of disciplined convex programming (DCP) with convex-concave programming (CCP). Convex-concave programming is an organized heuristic for…
We study the problem of black-box optimization of a noisy function in the presence of low-cost approximations or fidelities, which is motivated by problems like hyper-parameter tuning. In hyper-parameter tuning evaluating the black-box…
Trajectory optimization is the core of modern model-based robotic control and motion planning. Existing trajectory optimizers, based on sequential quadratic programming (SQP) or differential dynamic programming (DDP), are often limited by…
Many robotics problems, from robot motion planning to object manipulation, can be modeled as mixed-integer convex programs (MICPs). However, state-of-the-art algorithms are still unable to solve MICPs for control problems quickly enough for…
This paper presents a piecewise convexification method for solving non-convex multi-objective optimization problems with box constraints. Based on the ideas of the $\alpha$-based Branch and Bound (${\rm \alpha BB}$) method of global…
When faced with a limited budget of function evaluations, state-of-the-art black-box optimization (BBO) solvers struggle to obtain globally, or sometimes even locally, optimal solutions. In such cases, one may pursue solution polishing,…
At many scales in neuroscience, appropriate mathematical models take the form of complex dynamical systems. Parametrising such models to conform to the multitude of available experimental constraints is a global nonlinear optimisation…
Vector quantization (VQ) is a prevalent and fundamental technique that discretizes continuous feature vectors by approximating them using a codebook. As the diversity and complexity of data and models continue to increase, there is an…
We address black-box convex optimization problems, where the objective and constraint functions are not explicitly known but can be sampled within the feasible set. The challenge is thus to generate a sequence of feasible points converging…
Multi-objective optimization problems (MOPs) often require a trade-off between conflicting objectives, maximizing diversity and convergence in the objective space. This study presents an approach to improve the quality of MOP solutions by…
Reduced basis methods are projection-based model order reduction techniques for reducing the computational complexity of solving parametrized partial differential equation problems. In this work we discuss the design of pyMOR, a freely…
This work tackles a class of optimization problems in which fixing some well-chosen combinations of the variables makes the problem substantially easier to solve. We consider that the variables space may be partitioned into subsets that fix…
This paper is concerned with a recently developed paradigm for population-based optimization, termed particle filter optimization (PFO). This paradigm is attractive in terms of coherence in theory and easiness in mathematical analysis and…
We introduce a novel distributed derivative-free optimization framework that is resilient to stragglers. The proposed method employs coded search directions at which the objective function is evaluated, and a decoding step to find the next…