English
Related papers

Related papers: A derivative-free trust-region approach for Low Or…

200 papers

Robust topology optimization (RTO), as a class of topology optimization problems, identifies a design with the best average performance while reducing the response sensitivity to input uncertainties, e.g. load uncertainty. Solving RTO is…

Machine Learning · Computer Science 2024-08-22 Rini Jasmine Gladstone , Mohammad Amin Nabian , Vahid Keshavarzzadeh , Hadi Meidani

A new topology optimization method called the Proportional Topology Optimization (PTO) is presented. As a non-gradient method, PTO is simple to understand, easy to implement, and is also efficient and accurate at the same time. It is…

Computational Engineering, Finance, and Science · Computer Science 2016-05-30 Emre Biyikli , Albert C. To

This paper focuses on the problem of \emph{constrained} \emph{stochastic} optimization. A zeroth order Frank-Wolfe algorithm is proposed, which in addition to the projection-free nature of the vanilla Frank-Wolfe algorithm makes it gradient…

Optimization and Control · Mathematics 2019-02-20 Anit Kumar Sahu , Manzil Zaheer , Soummya Kar

In this paper, we propose a predictor-corrector type Consensus Based Optimization (CBO) algorithm on a convex feasible set. Our proposed algorithm generalizes the CBO algorithm in [11] to tackle a constrained optimization problem for the…

Optimization and Control · Mathematics 2021-10-14 Hyeong-Ohk Bae , Seung-Yeal Ha , Myeongju Kang , Hyuncheul Lim , Chanho Min , Jane Yoo

This paper demonstrates a practical method for computing the solution of an expectation-constrained robust maximization problem with immediate applications to model-free no-arbitrage bounds and super-replication values for many financial…

Mathematical Finance · Quantitative Finance 2016-10-06 Christopher W. Miller

Derivative-free optimization (DFO) is a method that does not require the calculation of gradients or higher-order derivatives of the objective function, making it suitable for cases where the objective function is non-differentiable or the…

Optimization and Control · Mathematics 2024-07-26 Qi Zhang , Pengcheng Xie

There is a clear need for efficient algorithms to tune hyperparameters for statistical learning schemes, since the commonly applied search methods (such as grid search with N-fold cross-validation) are inefficient and/or approximate.…

Machine Learning · Computer Science 2020-04-07 Luis Miguel Lopez-Ramos , Baltasar Beferull-Lozano

In this paper we consider constrained optimization problems where both the objective and constraint functions are of the black-box type. Furthermore, we assume that the nonlinear inequality constraints are non-relaxable, i.e. their values…

Optimization and Control · Mathematics 2026-01-13 Andrea Brilli , Giampaolo Liuzzi , Stefano Lucidi

Applications abound in which optimization problems must be repeatedly solved, each time with new (but similar) data. Analytic optimization algorithms can be hand-designed to provably solve these problems in an iterative fashion. On one…

Optimization and Control · Mathematics 2022-09-28 Howard Heaton , Xiaohan Chen , Zhangyang Wang , Wotao Yin

We consider optimal decision-making problems in an uncertain environment. In particular, we consider the case in which the distribution of the input is unknown, yet there is abundant historical data drawn from the distribution. In this…

Optimization and Control · Mathematics 2014-10-03 Zizhuo Wang , Peter Glynn , Yinyu Ye

In this work, we propose derivative-free framework for bilevel optimization. We consider both the upper and lower-level problems with bound constraints on the variables, as well as general nonlinear constraints, assuming that first-order…

Optimization and Control · Mathematics 2026-03-24 Edoardo Cesaroni , Giampaolo Liuzzi , Stefano Lucidi

We introduce the Value-at-Risk Constrained Policy Optimization algorithm (VaR-CPO), a sample efficient and conservative method designed to optimize Value-at-Risk (VaR) constrained reinforcement learning (RL) problems. Empirically, we…

Machine Learning · Computer Science 2026-05-01 Rohan Tangri , Jan-Peter Calliess

Minimum-variance portfolio optimizations rely on accurate covariance estimator to obtain optimal portfolios. However, it usually suffers from large error from sample covariance matrix when the sample size $n$ is not significantly larger…

Portfolio Management · Quantitative Finance 2022-04-04 JunTao Duan , Ionel Popescu

We consider optimal transport based distributionally robust optimization (DRO) problems with locally strongly convex transport cost functions and affine decision rules. Under conventional convexity assumptions on the underlying loss…

Optimization and Control · Mathematics 2021-04-27 Jose Blanchet , Karthyek Murthy , Fan Zhang

This paper presents a subgradient-based algorithm for constrained nonsmooth convex optimization that does not require projections onto the feasible set. While the well-established Frank-Wolfe algorithm and its variants already avoid…

Optimization and Control · Mathematics 2024-09-04 Kamiar Asgari , Michael J. Neely

Proximal policy optimization (PPO) is one of the most popular deep reinforcement learning (RL) methods, achieving state-of-the-art performance across a wide range of challenging tasks. However, as a model-free RL method, the success of PPO…

Machine Learning · Computer Science 2019-11-11 Yuhui Wang , Hao He , Xiaoyang Tan , Yaozhong Gan

We present a new framework for solving general topology optimization (TO) problems that find an optimal material distribution within a design space to maximize the performance of a structure while satisfying design constraints. These…

Numerical Analysis · Mathematics 2024-11-20 Zisheng Ye , Wenxiao Pan

Optimizing industrial processes often involves gray-box models that couple algebraic glass-box equations with black-box components lacking analytic derivatives. Such systems challenge derivative-based solvers. The classical trust-region…

Optimization and Control · Mathematics 2026-04-15 Gul Hameed , Tao Chen , Antonio del Rio Chanona , Lorenz T. Biegler , Michael Short

This paper investigates projection-free algorithms for stochastic constrained multi-level optimization. In this context, the objective function is a nested composition of several smooth functions, and the decision set is closed and convex.…

Optimization and Control · Mathematics 2024-06-07 Wei Jiang , Sifan Yang , Wenhao Yang , Yibo Wang , Yuanyu Wan , Lijun Zhang

Policy optimization methods are powerful algorithms in Reinforcement Learning (RL) for their flexibility to deal with policy parameterization and ability to handle model misspecification. However, these methods usually suffer from slow…

Machine Learning · Computer Science 2023-06-19 Yunfan Li , Yiran Wang , Yu Cheng , Lin Yang