Related papers: Global optimization tailored for graphics processi…
A stochastic-gradient-based interior-point algorithm for minimizing a continuously differentiable objective function (that may be nonconvex) subject to bound constraints is presented, analyzed, and demonstrated through experimental results.…
Recently, a new class of non-convex optimization problems motivated by the statistical problem of learning an acyclic directed graphical model from data has attracted significant interest. While existing work uses standard first-order…
We propose a novel approach to input design for identification of nonlinear state space models. The optimal input sequence is obtained by maximizing a scalar cost function of the Fisher information matrix. Since the Fisher information…
While optimal input design for linear systems has been well-established, no systematic approach exists for nonlinear systems where robustness to extrapolation/interpolation errors is prioritized over minimizing estimated parameter variance.…
We present a global optimization approach to optical flow estimation. The approach optimizes a classical optical flow objective over the full space of mappings between discrete grids. No descriptor matching is used. The highly regular…
We propose a GPU-based distributed optimization algorithm, aimed at controlling optimal power flow in multi-phase and unbalanced distribution systems. Typically, conventional distributed optimization algorithms employed in such scenarios…
Large optimal transport problems can be approached via domain decomposition, i.e. by iteratively solving small partial problems independently and in parallel. Convergence to the global minimizers under suitable assumptions has been shown in…
Real-world experiments involve batched & delayed feedback, non-stationarity, multiple objectives & constraints, and (often some) personalization. Tailoring adaptive methods to address these challenges on a per-problem basis is infeasible,…
Black-box optimization is essential for tuning complex machine learning algorithms which are easier to experiment with than to understand. In this paper, we show that a simple ensemble of black-box optimization algorithms can outperform any…
A new approach for enhancing the process-variation tolerance of digital circuits is described. We extend recent advances in statistical timing analysis into an optimization framework. Our objective is to reduce the performance variance of a…
In this paper, the global optimization problem $\min_{y\in S} F(y)$ with $S$ being a hyperinterval in $\Re^N$ and $F(y)$ satisfying the Lipschitz condition with an unknown Lipschitz constant is considered. It is supposed that the function…
This paper introduces a novel approach to system identification for nonlinear input-output models that minimizes the simulation error and frames the problem as a constrained optimization task. The proposed method addresses vanishing…
This article presents GLIM, a 3D range-inertial localization and mapping framework with GPU-accelerated scan matching factors. The odometry estimation module of GLIM employs a combination of fixed-lag smoothing and keyframe-based point…
The aim of this paper is to present an original approach that takes advantage from the geometric features of strictly convex functions to tackle the problem of finding the minimum from another perspective. The general idea is that near the…
The search for traveltime parameters is a global optimization problem. Several metaheuristics have been proposed to locate the global optima to compute the least amount of their objective functions. However, the theoretical limitations…
While globally optimal solutions to many convex programs can be computed efficiently in polynomial time, this is, in general, not possible for nonconvex optimization problems. Therefore, locally optimal approaches or other efficient…
Large-scale nonsmooth optimization problems arise in many real-world applications, but obtaining exact function and subgradient values for these problems may be computationally expensive or even infeasible. In many practical settings, only…
A common way of partitioning graphs is through minimum cuts. One drawback of classical minimum cut methods is that they tend to produce small groups, which is why more balanced variants such as normalized and ratio cuts have seen more…
Optimizing the performance of computational fluid dynamics (CFD) applications accelerated by graphics processing units (GPUs) is crucial for efficient simulations. In this study, we employed a machine learning-based autotuning technique to…
Parameter-free stochastic optimization aims to design algorithms that are agnostic to the underlying problem parameters while still achieving convergence rates competitive with optimally tuned methods. While some parameter-free methods do…