Related papers: A Firefly Algorithm for Mixed-Variable Optimizatio…
Many real world optimization problems are formulated as mixed-variable optimization problems (MVOPs) which involve both continuous and discrete variables. MVOPs including dimensional variables are characterized by a variable-size search…
This paper considers a convex optimization problem with cost and constraints that evolve over time. The function to be minimized is strongly convex and possibly non-differentiable, and variables are coupled through linear constraints. In…
This work proposes a novel adaptive linearized alternating direction multiplier method (LADMM) to convex optimization, which improves the convergence rate of the LADMM-based algorithm by adjusting step-size iteratively.The innovation of…
We propose a novel, flexible algorithm for combining together metaheuristicoptimizers for non-convex optimization problems. Our approach treatsthe constituent optimizers as a team of complex agents that communicateinformation amongst each…
This paper presents the constrained Hybrid Metaheuristic (cHM) algorithm as a general framework for continuous optimisation. Unlike many existing metaheuristics that are tailored to specific function classes or problem domains, cHM is…
Federated learning (FL) offers privacy-preserving decentralized machine learning, optimizing models at edge clients without sharing private data. Simultaneously, foundation models (FMs) have gained traction in the artificial intelligence…
This paper considers decentralized optimization of convex functions with mixed affine equality constraints involving both local and global variables. Constraints on global variables may vary across different nodes in the network, while…
Bilevel optimization is a popular hierarchical model in machine learning, and has been widely applied to many machine learning tasks such as meta learning, hyperparameter learning and policy optimization. Although many bilevel optimization…
Standard federated optimization methods successfully apply to stochastic problems with single-level structure. However, many contemporary ML problems -- including adversarial robustness, hyperparameter tuning, and actor-critic -- fall under…
Federated learning is a framework for distributed optimization that places emphasis on communication efficiency. In particular, it follows a client-server broadcast model and is particularly appealing because of its ability to accommodate…
This study first reviews fuzzy random Portfolio selection theory and describes the concept of portfolio optimization model as a useful instrument for helping finance practitioners and researchers. Second, this paper specifically aims at…
Fireworks algorithm is a new type of intelligent optimization algorithm. Because of its fast convergence speed, easy implementation, explosiveness, diversity, simplicity and randomness, it has attracted more and more attention in many…
In this paper we consider bound-constrained mixed-integer optimization problems where the objective function is differentiable w.r.t.\ the continuous variables for every configuration of the integer variables. We mainly suggest to exploit…
This work aims at developing new methodologies to optimize computational costly complex systems (e.g., aeronautical engineering systems). The proposed surrogate-based method (often called Bayesian optimization) uses adaptive sampling to…
Finding optimal solutions to combinatorial optimization problems is pivotal in both scientific and technological domains, within academic research and industrial applications. A considerable amount of effort has been invested in the…
Fitting an unknown number of hyperplanes to data is a fundamental yet challenging problem in machine learning, characterized by its non-convexity, non-differentiability, and unknown model order. Existing approaches often struggle with local…
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…
The optimization of expensive to evaluate, black-box, mixed-variable functions, i.e. functions that have continuous and discrete inputs, is a difficult and yet pervasive problem in science and engineering. In Bayesian optimization (BO),…
Fusion and inference from multiple and massive disparate data sources - the requirement for our most challenging data analysis problems and the goal of our most ambitious statistical pattern recognition methodologies - -has many and varied…
Federated learning (FL) has emerged as a communication-efficient algorithmic framework for distributed learning across multiple agents. While standard FL formulations capture unconstrained or globally constrained problems, many practical…