Related papers: Multi-fidelity constraints in blackbox optimizatio…
The work presented here is motivated by the development of StoDARS, a framework for large-scale stochastic blackbox optimization that not only is both an algorithmic and theoretical extension of the stochastic directional direct-search…
Constraint Optimization Problems (COP) pose intricate challenges in combinatorial problems usually addressed through Branch and Bound (B\&B) methods, which involve maintaining priority queues and iteratively selecting branches to search for…
Adversarial text attack research plays a crucial role in evaluating the robustness of NLP models. However, the increasing complexity of transformer-based architectures has dramatically raised the computational cost of attack testing,…
Binary optimization, a representative subclass of discrete optimization, plays an important role in mathematical optimization and has various applications in computer vision and machine learning. Usually, binary optimization problems are…
The global optimization of a high-dimensional black-box function under black-box constraints is a pervasive task in machine learning, control, and engineering. These problems are challenging since the feasible set is typically non-convex…
Recoverable robust optimization is a multi-stage approach, where it is possible to adjust a first-stage solution after the uncertain cost scenario is revealed. We analyze this approach for a class of selection problems. The aim is to choose…
In many optimization problems arising from scientific, engineering and artificial intelligence applications, objective and constraint functions are available only as the output of a black-box or simulation oracle that does not provide…
Problem definition: We study efficient exact solution approaches to solve chance-constrained multicommodity network design problems under demand uncertainty, an important class of network design problems. The chance constraint requires us…
Due to their cost, experiments for inertial confinement fusion (ICF) heavily rely on numerical simulations to guide design. As simulation technology progresses, so too can the fidelity of models used to plan for new experiments. However,…
Constrained optimization problems are often characterized by multiple constraints that, in the practice, must be satisfied with different tolerance levels. While some constraints are hard and as such must be satisfied with zero-tolerance,…
Many real-time systems require the optimization of discrete variables. Black-box optimization (BBO) algorithms and multi-armed bandit (MAB) algorithms perform optimization by repeatedly taking actions and observing the corresponding instant…
In the pursuit of efficient optimization of expensive-to-evaluate systems, this paper investigates a novel approach to Bayesian multi-objective and multi-fidelity (MOMF) optimization. Traditional optimization methods, while effective, often…
Interactive graph search leverages human intelligence to categorize target labels in a hierarchy, which are useful for image classification, product categorization, and database search. However, many existing studies of interactive graph…
This study targets the mixed-integer black-box optimization (MI-BBO) problem where continuous and integer variables should be optimized simultaneously. The CMA-ES, our focus in this study, is a population-based stochastic search method that…
In the knapsack problem under explorable uncertainty, we are given a knapsack instance with uncertain item profits. Instead of having access to the precise profits, we are only given uncertainty intervals that are guaranteed to contain the…
We consider the problem of convex function chasing with black-box advice, where an online decision-maker aims to minimize the total cost of making and switching between decisions in a normed vector space, aided by black-box advice such as…
The CASH problem has been widely studied in the context of automated configurations of machine learning (ML) pipelines and various solvers and toolkits are available. However, CASH solvers do not directly handle black-box constraints such…
Real-world problems often involve the optimization of several objectives under multiple constraints. An example is the hyper-parameter tuning problem of machine learning algorithms. In particular, the minimization of the estimation of the…
In real-world applications, users often favor structurally diverse design choices over one high-quality solution. It is hence important to consider more solutions that decision makers can compare and further explore based on additional…
Large-scale optimization problems are ubiquitous in the physical sciences; yet, high-fidelity models can often be complex and computationally prohibitive for optimization. A practical alternative is to use a low-fidelity model to facilitate…