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Constructing robust simulators is essential for asking "what if?" questions and guiding policy in critical domains like healthcare and logistics. However, existing methods often struggle, either failing to generalize beyond historical data…

Machine Learning · Computer Science 2025-06-12 Samuel Holt , Max Ruiz Luyten , Antonin Berthon , Mihaela van der Schaar

This work demonstrates the utility of gradients for the global optimization of certain differentiable functions with many suboptimal local minima. To this end, a principle for generating search directions from non-local quadratic…

Optimization and Control · Mathematics 2023-08-21 Nils Müller

Usual estimation methods for the parameters of extreme values distribution employ only a few values, wasting a lot of information. More precisely, in the case of the Gumbel distribution, only the block maxima values are used. In this work,…

Data Analysis, Statistics and Probability · Physics 2019-02-22 Rubén Gómez González , M. Isabel Parra , Francisco Javier Acero , Jacinto Martín

Cooperative co-evolution (CC) algorithms, based on the divide-and-conquer strategy, have emerged as the predominant approach to solving large-scale global optimization (LSGO) problems. The efficiency and accuracy of the grouping stage…

Optimization and Control · Mathematics 2024-03-11 Maojiang Tian , Minyang Chen , Wei Du , Yang Tang , Yaochu Jin , Gary G. Yen

We extend our study of the swarm-based gradient descent method for non-convex optimization, [Lu, Tadmor & Zenginoglu, arXiv:2211.17157], to allow random descent directions. We recall that the swarm-based approach consists of a swarm of…

Optimization and Control · Mathematics 2024-02-20 Eitan Tadmor , Anil Zenginoglu

We propose randomized subspace gradient methods for high-dimensional constrained optimization. While there have been similarly purposed studies on unconstrained optimization problems, there have been few on constrained optimization problems…

Optimization and Control · Mathematics 2023-07-10 Ryota Nozawa , Pierre-Louis Poirion , Akiko Takeda

Local regression is widely used to explore spatial heterogeneity, but anisotropic or effectively low-dimensional neighborhoods can produce ill-conditioned local solves, causing coefficient variation driven by numerical artifacts rather than…

Methodology · Statistics 2026-03-31 Yuichiro Otani

As optimization challenges continue to evolve, so too must our tools and understanding. To effectively assess, validate, and compare optimization algorithms, it is crucial to use a benchmark test suite that encompasses a diverse range of…

Neural and Evolutionary Computing · Computer Science 2025-11-18 Amir H. Gandomi , Mohammad Nabi Omidvar , Rohit Salgotra , Kalyanmoy Deb

Minimisation of discrete energies defined over factors is an important problem in computer vision, and a vast number of MAP inference algorithms have been proposed. Different inference algorithms perform better on factor graph models (GMs)…

Computer Vision and Pattern Recognition · Computer Science 2016-08-10 Paul Henderson , Vittorio Ferrari

We develop a non-parametric, data-driven, tractable approach for solving multistage stochastic optimization problems in which decisions do not affect the uncertainty. The proposed framework represents the decision variables as elements of a…

Optimization and Control · Mathematics 2023-03-14 Dimitris Bertsimas , Kimberly Villalobos Carballo

Compared with traditional design methods, generative design significantly attracts engineers in various disciplines. In thiswork, howto achieve the real-time generative design of optimized structures with various diversities and…

Computational Engineering, Finance, and Science · Computer Science 2024-01-23 Zongliang Du , Xinyu Ma , Wenyu Hao , Yuan Liang , Xiaoyu Zhang , Hongzhi Luo , Xu Guo

We propose a conditional gradient framework for a composite convex minimization template with broad applications. Our approach combines smoothing and homotopy techniques under the CGM framework, and provably achieves the optimal…

Optimization and Control · Mathematics 2018-08-21 Alp Yurtsever , Olivier Fercoq , Francesco Locatello , Volkan Cevher

Minimax problems have recently attracted a lot of research interests. A few efforts have been made to solve decentralized nonconvex strongly-concave (NCSC) minimax-structured optimization; however, all of them focus on smooth problems with…

Optimization and Control · Mathematics 2023-04-06 Yangyang Xu

The study of the classifier's design and it's usage is one of the most important machine learning areas. With the development of automatic machine learning methods, various approaches are used to build a robust classifier model. Due to some…

Machine Learning · Computer Science 2021-01-22 Ivan Gridin

Sequential robot manipulation tasks require finding collision-free trajectories that satisfy geometric constraints across multiple object interactions in potentially high-dimensional configuration spaces. Solving these problems in real-time…

Robotics · Computer Science 2025-10-14 Lucas Chen , Shrutheesh Raman Iyer , Zachary Kingston

We propose a gradient-based method for quadratic programming problems with a single linear constraint and bounds on the variables. Inspired by the GPCG algorithm for bound-constrained convex quadratic programming [J.J. Mor\'e and G.…

Optimization and Control · Mathematics 2019-02-19 Daniela di Serafino , Gerardo Toraldo , Marco Viola , Jesse Barlow

Score-based generative models (SGMs) have gained prominence in sparse-view CT reconstruction for their precise sampling of complex distributions. In SGM-based reconstruction, data consistency in the score-based diffusion model ensures close…

Computer Vision and Pattern Recognition · Computer Science 2023-08-29 Weiwen Wu , Yanyang Wang

Flow matching in the continuous simplex has emerged as a promising strategy for DNA sequence design, but struggles to scale to higher simplex dimensions required for peptide and protein generation. We introduce Gumbel-Softmax Flow and Score…

Machine Learning · Computer Science 2025-03-24 Sophia Tang , Yinuo Zhang , Alexander Tong , Pranam Chatterjee

Fast, gradient-based structural optimization has long been limited to a highly restricted subset of problems -- namely, density-based compliance minimization -- for which gradients can be analytically derived. For other objective functions,…

Computational Engineering, Finance, and Science · Computer Science 2024-09-17 Keith J. Lee , Yijiang Huang , Caitlin T. Mueller

The stochastic gradient descent (SGD) method is a widely used approach for solving stochastic optimization problems, but its convergence is typically slow. Existing variance reduction techniques, such as SAGA, improve convergence by…

Optimization and Control · Mathematics 2025-11-21 Fabio Nobile , Matteo Raviola , Nathan Schaeffer