Related papers: Robust Accelerated Adaptive Search: High-Probabili…

We consider the setting of online convex optimization with adversarial time-varying constraints in which actions must be feasible w.r.t. a fixed constraint set, and are also required on average to approximately satisfy additional…

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'…

Robust optimization is a popular paradigm for modeling and solving two- and multi-stage decision-making problems affected by uncertainty. In many real-world applications, the time of information discovery is decision-dependent and the…

This paper investigates the distributed stochastic nonconvex and nonsmooth composite optimization problem. Existing stochastic typically rely on uniform step size strictly bounded by global network parameters, such as the maximum node…

Adaptive Retrieval-Augmented Generation (RAG) promises accuracy and efficiency by dynamically triggering retrieval only when needed and is widely used in practice. However, real-world queries vary in surface form even with the same intent,…

Trajectory planning for mobile robots in cluttered environments remains a major challenge due to narrow passages, where conventional methods often fail or generate suboptimal paths. To address this issue, we propose the adaptive trajectory…

Test-Time Optimization enables models to adapt to new data during inference by updating parameters on-the-fly. Recent advances in Vision-Language Models (VLMs) have explored learning prompts at test time to improve performance in downstream…

This work introduces StoMADS, a stochastic variant of the mesh adaptive direct-search (MADS) algorithm originally developed for deterministic blackbox optimization. StoMADS considers the unconstrained optimization of an objective function f…

This paper considers stochastic optimization problems for a large class of objective functions, including convex and continuous submodular. Stochastic proximal gradient methods have been widely used to solve such problems; however, their…

Stochastic Gradient Descent (SGD) and its variants are the most used algorithms in machine learning applications. In particular, SGD with adaptive learning rates and momentum is the industry standard to train deep networks. Despite the…

We consider a smoothed online convex optimization (SOCO) problem with predictions, where the learner has access to a finite lookahead window of time-varying stage costs, but suffers a switching cost for changing its actions at each stage.…

This paper considers simulation-based optimization of the performance of a regime-switching stochastic system over a finite set of feasible configurations. Inspired by the stochastic fictitious play learning rules in game theory, we propose…

This paper presents a framework to solve constrained optimization problems in an accelerated manner based on High-Order Tuners (HT). Our approach is based on reformulating the original constrained problem as the unconstrained optimization…

High-dimensional time series data appear in many scientific areas in the current data-rich environment. Analysis of such data poses new challenges to data analysts because of not only the complicated dynamic dependence between the series,…

This paper is devoted to the study of stochastic optimization problems under the generalized smoothness assumption. By considering the unbiased gradient oracle in Stochastic Gradient Descent, we provide strategies to achieve in bounds the…

Over the past two decades, research in evolutionary multi-objective optimization has predominantly focused on continuous domains, with comparatively limited attention given to multi-objective combinatorial optimization problems (MOCOPs).…

First-order methods with momentum such as Nesterov's fast gradient method are very useful for convex optimization problems, but can exhibit undesirable oscillations yielding slow convergence rates for some applications. An adaptive…

Nonconvex and nonsmooth optimization problems are frequently encountered in much of statistics, business, science and engineering, but they are not yet widely recognized as a technology in the sense of scalability. A reason for this…

Task robust adaptation is a long-standing pursuit in sequential decision-making. Some risk-averse strategies, e.g., the conditional value-at-risk principle, are incorporated in domain randomization or meta reinforcement learning to…

Deterministic methods for motion planning guarantee safety amidst uncertainty in obstacle locations by trying to restrict the robot from operating in any possible location that an obstacle could be in. Unfortunately, this can result in…