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We propose and compare new global solution algorithms for continuous time heterogeneous agent economies with aggregate shocks. First, we approximate the agent distribution so that equilibrium in the economy can be characterized by a high,…
This work proposes multi-agent systems setting for concurrent engineering system design optimization and gradually paves the way towards examining graph theoretic constructs in the context of multidisciplinary design optimization problem.…
We examine the connections between deterministic, complete, and general global optimisation of continuous functions and a general concept of regression from the perspective of constructive type theory via the concept of 'searchability'. We…
We consider the problem of parameter estimation in dynamic systems described by ordinary differential equations. A review of the existing literature emphasizes the need for deterministic global optimization methods due to the nonconvex…
This paper proposes a new algorithm for solving constrained global optimization problems where both the objective function and constraints are one-dimensional non-differentiable multiextremal Lipschitz functions. Multiextremal constraints…
This paper explores the distance-based relative state estimation problem in large-scale systems, which is hard to solve effectively due to its high-dimensionality and non-convexity. In this paper, we alleviate this inherent hardness to…
In recent times, various distributed optimization algorithms have been proposed for whose specific agent dynamics global optimality and convergence is proven. However, there exist no general conditions for the design of such algorithms. In…
We consider a problem in quantum theory that can be formulated as an optimisation problem and present a global optimisation algorithm for solving it, the foundation of which relies in turn on a theorem from quantum theory. To wit, we…
Reallocating resources to get mutually beneficial outcomes is a fundamental problem in various multi-agent settings. While finding an arbitrary Pareto optimal allocation is generally easy, checking whether a particular allocation is Pareto…
To address efficiency and design challenges in choice-based matching platforms, we introduce a two-sided assortment optimization framework under general choice preferences. The goal in this problem is to maximize the expected number of…
We establish efficient approximate counting algorithms for several natural problems in local lemma regimes. In particular, we consider the probability of intersection of events and the dimension of intersection of subspaces. Our approach is…
This work focuses on the problem of distributed optimization in multi-agent cyberphysical systems, where a legitimate agent's iterates are influenced both by the values it receives from potentially malicious neighboring agents, and by its…
We derive efficient algorithms for coarse approximation of algebraic hypersurfaces, useful for estimating the distance between an input polynomial zero set and a given query point. Our methods work best on sparse polynomials of high degree…
Constrained Optimization solution algorithms are restricted to point based solutions. In practice, single or multiple objectives must be satisfied, wherein both the objective function and constraints can be non-convex resulting in multiple…
We consider the problem of global optimization of a function f from very noisy evaluations. We adopt a Bayesian sequential approach: evaluation points are chosen so as to reduce the uncertainty about the position of the global optimum of f,…
The simplex algorithm for linear programming is based on the fact that any local optimum with respect to the polyhedral neighborhood is also a global optimum. We show that a similar result carries over to submodular maximization. In…
In this work, we propose integral global optimality conditions for multiobjective problems not necessarily differentiable. The integral characterization, already known for single objective problems, are extended to multiobjective problems…
Genetic Algorithms (GA) are a class of metaheuristic global optimization methods inspired by the process of natural selection among individuals in a population. Despite their widespread use, a comprehensive theoretical analysis of these…
Bayesian optimization has recently emerged as a popular method for the sample-efficient optimization of expensive black-box functions. However, the application to high-dimensional problems with several thousand observations remains…
The global optimization literature places large emphasis on reducing intractable optimization problems into more tractable structured optimization forms. In order to achieve this goal, many existing methods are restricted to optimization…