Related papers: Consensus-Based Optimization Beyond Finite-Time An…
Zeroth-order optimization (ZO) has been a powerful framework for solving black-box problems, which estimates gradients using zeroth-order data to update variables iteratively. The practical applicability of ZO critically depends on the…
We calibrate parameters of neural networks that model forces in interaction dynamics with the help of the Consensus-based global optimization method (CBO). We state the general framework of interaction particle systems driven by neural…
In this paper, we study large-scale convex optimization algorithms based on the Newton method applied to regularized generalized self-concordant losses, which include logistic regression and softmax regression. We first prove that our new…
We analyze the consensus based optimization method proposed by Pinnau et al.(2017) in one dimension. We rigorously provide a quantitative error estimate between the consensus point and global minimizer of a given objective function. Our…
Bayesian optimisation (BO) is a well-known efficient algorithm for finding the global optimum of expensive, black-box functions. The current practical BO algorithms have regret bounds ranging from $\mathcal{O}(\frac{logN}{\sqrt{N}})$ to…
Inverse optimal control (IOC) aims to estimate the underlying cost that governs the observed behavior of an expert system. However, in practical scenarios, the collected data is often corrupted by noise, which poses significant challenges…
This paper proposes a novel global optimization algorithm, Particle Filter-Based Optimization (PFO), designed for a class of stochastic optimization problems in which the objective function lacks an analytical form and is subject to noisy…
The recent work arXiv:2407.17373 proposes a derivative-free consensus-based particle method that computes global solutions to nonconvex-nonconcave min-max problems and establishes global exponential convergence in the sense of the…
In this work we are interested in stochastic particle methods for multi-objective optimization. The problem is formulated using parametrized, single-objective sub-problems which are solved simultaneously. To this end a consensus based…
We study zeroth-order optimization where solutions must minimize a cost $d(s)$ while maintaining high probability under a complex generative prior $L(s)$ (e.g., a parameterized model). This reduces to sampling from a target distribution…
Superlinear convergence has been an elusive goal for black-box nonsmooth optimization. Even in the convex case, the subgradient method is very slow, and while some cutting plane algorithms, including traditional bundle methods, are popular…
Comparison-Based Optimization (CBO) is an optimization paradigm that assumes only very limited access to the objective function f(x). Despite the growing relevance of CBO to real-world applications, this field has received little attention…
This paper takes an initial step to systematically investigate the generalization bounds of algorithms for solving nonconvex-(strongly)-concave (NC-SC/NC-C) stochastic minimax optimization measured by the stationarity of primal functions.…
Many real-world optimisation problems such as hyperparameter tuning in machine learning or simulation-based optimisation can be formulated as expensive-to-evaluate black-box functions. A popular approach to tackle such problems is Bayesian…
Recently a continuous description of the particle swarm optimization (PSO) based on a system of stochastic differential equations was proposed by Grassi and Pareschi in arXiv:2012.05613 where the authors formally showed the link between PSO…
Bayesian optimization (BO) for high-dimensional constrained problems remains a significant challenge due to the curse of dimensionality. We propose Local Constrained Bayesian Optimization (LCBO), a novel framework tailored for such…
Most non-convex optimization theory is built around gradient dynamics, leaving global convergence largely unexplored. The dominant paradigm focuses on stationarity, certifying only that the gradient norm vanishes, which is often a weak…
Data-driven approaches to predict-then-optimize decision-making problems seek to mitigate the risk of uncertainty region misspecification in safety-critical settings. Current approaches, however, suffer from considering overly conservative…
In this paper we provide an analytical framework for investigating the efficiency of a consensus-based model for tackling global optimization problems. This work justifies the optimization algorithm in the mean-field sense showing the…
In the field of global optimization, many existing algorithms face challenges posed by non-convex target functions and high computational complexity or unavailability of gradient information. These limitations, exacerbated by sensitivity to…