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We propose a new gradient descent algorithm with added stochastic terms for finding the global optimizers of nonconvex optimization problems. A key component in the algorithm is the adaptive tuning of the randomness based on the value of…

Optimization and Control · Mathematics 2025-06-16 Björn Engquist , Kui Ren , Yunan Yang

We present an optimization algorithm that can identify a global minimum of a potentially nonconvex smooth function with high probability, assuming the Gibbs measure of the potential satisfies a logarithmic Sobolev inequality. Our…

Optimization and Control · Mathematics 2025-09-16 Daniel Cortild , Claire Delplancke , Nadia Oudjane , Juan Peypouquet

We consider global non-convex optimisation problems under uncertainty. In this setting, it is not possible to implement a desired solution exactly. Instead, any other solution within some distance to the intended solution may be…

Optimization and Control · Mathematics 2020-03-24 Martin Hughes , Marc Goerigk , Trivikram Dokka

This paper proposes a stochastic gradient descent method with an adaptive Gaussian noise term for the global minimization of nearly convex functions, which are nonconvex and possess multiple strict local minimizers. The noise term,…

Optimization and Control · Mathematics 2025-08-05 Chenglong Bao , Liang Chen , Weizhi Shao

Efficient task partitioning plays a crucial role in achieving high performance at multiprocessor plat forms. This paper addresses the problem of energy-aware static partitioning of periodic real-time tasks on heterogeneous multiprocessor…

Operating Systems · Computer Science 2017-10-31 Elsayed Saad , Medhat Awadalla , Mohamed Shalan , Abdullah Elewi

Large-scale constrained optimization problems are at the core of many tasks in control, signal processing, and machine learning. Notably, problems with functional constraints arise when, beyond a performance{\nobreakdash-}centric goal…

Optimization and Control · Mathematics 2025-05-15 Antesh Upadhyay , Sang Bin Moon , Abolfazl Hashemi

Global minimization is a fundamental challenge in optimization, especially in machine learning, where finding the global minimum of a function directly impacts model performance and convergence. This article introduces a novel optimization…

Machine Learning · Computer Science 2024-10-31 Seifeddine Achour

Non-convex optimization problems are ubiquitous in machine learning, especially in Deep Learning. While such complex problems can often be successfully optimized in practice by using stochastic gradient descent (SGD), theoretical analysis…

Machine Learning · Computer Science 2022-02-21 Harsh Vardhan , Sebastian U. Stich

Particle swarm optimization algorithm is a stochastic meta-heuristic solving global optimization problems appreciated for its efficacity and simplicity. It consists in a swarm of particles interacting among themselves and searching the…

Probability · Mathematics 2024-09-23 Vianney Bruned , André Mas , Sylvain Wlodarczyk

In this work, we develop new optimization algorithms that use approximate second-order information combined with the gradient regularization technique to achieve fast global convergence rates for both convex and non-convex objectives. The…

Optimization and Control · Mathematics 2025-06-17 Andrei Semenov , Martin Jaggi , Nikita Doikov

Particle swarm optimization (PSO) is attracting an ever-growing attention and more than ever it has found many application areas for many challenging optimization problems. It is, however, a known fact that PSO has a severe drawback in the…

Systems and Control · Electrical Eng. & Systems 2022-04-27 Bertrand Ngansop , Stefan Götz , Martin Eckl

We introduce a novel algorithm for gradient-based optimization of stochastic objective functions. The method may be seen as a variant of SGD with momentum equipped with an adaptive learning rate automatically adjusted by an 'energy'…

Optimization and Control · Mathematics 2022-03-24 Hailiang Liu , Xuping Tian

Motion planning is a key element of robotics since it empowers a robot to navigate autonomously. Particle Swarm Optimization is a simple, yet a very powerful optimization technique which has been effectively used in many complex…

Robotics · Computer Science 2020-08-25 M. Shahab Alam , M. Usman Rafique , M. Umer Khan

Numerous applications require algorithms that can align partially overlapping point sets while maintaining invariance to geometric transformations (e.g., similarity, affine, rigid). This paper introduces a novel global optimization method…

Computer Vision and Pattern Recognition · Computer Science 2025-10-09 Wei Lian , Zhesen Cui , Fei Ma , Hang Pan , Wangmeng Zuo , Jianmei Zhang

High-dimensional simulation optimization is notoriously challenging. We propose a new sampling algorithm that converges to a global optimal solution and suffers minimally from the curse of dimensionality. The algorithm consists of two…

Machine Learning · Statistics 2021-07-21 Liang Ding , Rui Tuo , Xiaowei Zhang

We introduce a new Swarm-Based Gradient Descent (SBGD) method for non-convex optimization. The swarm consists of agents, each is identified with a position, ${\mathbf x}$, and mass, $m$. The key to their dynamics is communication: masses…

Numerical Analysis · Mathematics 2024-05-01 Jingcheng Lu , Eitan Tadmor , Anil Zenginoglu

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…

Optimization and Control · Mathematics 2023-10-16 Xinyu Zhang , Sujit Ghosh

Gradient-based methods are widely used to solve various optimization problems, however, they are either constrained by local optima dilemmas, simple convex constraints, and continuous differentiability requirements, or limited to…

Machine Learning · Computer Science 2026-03-19 Ming Li

This thesis is concerned with continuous, static, and single-objective optimization problems subject to inequality constraints. Nevertheless, some methods to handle other kinds of problems are briefly reviewed. The particle swarm…

Neural and Evolutionary Computing · Computer Science 2021-01-27 Mauro S. Innocente

Global optimization is an active area of research in atomistic simulations, and many algorithms have been proposed to date. A prominent example is basin hopping Monte Carlo, which performs a modified Metropolis Monte Carlo search to explore…

Chemical Physics · Physics 2020-02-04 Martín Leandro Paleico , Jörg Behler