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When combining the numerical concept of variational discretization and semi-smooth Newton methods for the numerical solution of pde constrained optimization with control constraints, special emphasis has to be taken on the implementation,…

Optimization and Control · Mathematics 2009-12-03 Michael Hinze , Morten Vierling

In the context of global optimization and mixed-integer non-linear programming, generalizing a technique of D'Ambrosio, Fampa, Lee and Vigerske for handling the square-root function, we develop a virtuous smoothing method, using cubics,…

Optimization and Control · Mathematics 2018-10-18 Jon Lee , Daphne Skipper

This paper proposes novel algorithm for non-convex multimodal constrained optimisation problems. It is based on sequential solving restrictions of problem to sections of feasible set by random subspaces (in general, manifolds) of low…

Optimization and Control · Mathematics 2023-03-28 Dmitry A. Pasechnyuk , Alexander Gornov

Black-box global optimization aims at minimizing an objective function whose analytical form is not known. To do so, many state-of-the-art methods rely on sampling-based strategies, where sampling distributions are built in an iterative…

Optimization and Control · Mathematics 2024-09-30 Thomas Guilmeau , Emilie Chouzenoux , Víctor Elvira

Randomized smoothing, a method to certify a classifier's decision on an input is invariant under adversarial noise, offers attractive advantages over other certification methods. It operates in a black-box and so certification is not…

Machine Learning · Computer Science 2020-06-09 Jamie Hayes

A recent technique of randomized smoothing has shown that the worst-case (adversarial) $\ell_2$-robustness can be transformed into the average-case Gaussian-robustness by "smoothing" a classifier, i.e., by considering the averaged…

Machine Learning · Computer Science 2021-01-11 Jongheon Jeong , Jinwoo Shin

Randomized smoothing is the dominant standard for provable defenses against adversarial examples. Nevertheless, this method has recently been proven to suffer from important information theoretic limitations. In this paper, we argue that…

Machine Learning · Computer Science 2022-06-06 Raphael Ettedgui , Alexandre Araujo , Rafael Pinot , Yann Chevaleyre , Jamal Atif

Stochastic approximation is a framework unifying many random iterative algorithms occurring in a diverse range of applications. The stability of the process is often difficult to verify in practical applications and the process may even be…

Probability · Mathematics 2014-03-10 Christophe Andrieu , Matti Vihola

In the past few years, following the differentiable programming paradigm, there has been a growing interest in computing the gradient information of physical processes (e.g., physical simulation, image rendering). However, such processes…

Robotics · Computer Science 2022-06-24 Quentin Le Lidec , Louis Montaut , Cordelia Schmid , Ivan Laptev , Justin Carpentier

The study of provable adversarial robustness has mostly been limited to classification tasks and models with one-dimensional real-valued outputs. We extend the scope of certifiable robustness to problems with more general and structured…

Machine Learning · Computer Science 2022-01-13 Aounon Kumar , Tom Goldstein

Randomized classifiers have been shown to provide a promising approach for achieving certified robustness against adversarial attacks in deep learning. However, most existing methods only leverage Gaussian smoothing noise and only work for…

Machine Learning · Computer Science 2020-10-21 Dinghuai Zhang , Mao Ye , Chengyue Gong , Zhanxing Zhu , Qiang Liu

We address the problem of learning an unknown smooth function and its derivatives from noisy pointwise evaluations under the supremum norm. While classical nonparametric regression provides a strong theoretical foundation, traditional…

Machine Learning · Computer Science 2026-03-10 Davide Maran , Marcello Restelli

This paper aims at developing two versions of the generalized Newton method to compute not merely arbitrary local minimizers of nonsmooth optimization problems but just those, which possess an important stability property known as tilt…

Optimization and Control · Mathematics 2021-01-01 Boris Mordukhovich , Ebrahim Sarabi

As quantum machine learning continues to develop at a rapid pace, the importance of ensuring the robustness and efficiency of quantum algorithms cannot be overstated. Our research presents an analysis of quantum randomized smoothing, how…

Quantum Physics · Physics 2024-07-26 Nicola Franco , Marie Kempkes , Jakob Spiegelberg , Jeanette Miriam Lorenz

Monotone inclusions have a wide range of applications, including minimization, saddle-point, and equilibria problems. We introduce new stochastic algorithms, with or without variance reduction, to estimate a root of the expectation of…

Optimization and Control · Mathematics 2024-05-24 Abdurakhmon Sadiev , Laurent Condat , Peter Richtárik

Filtering and smoothing with a generalised representation of uncertainty is considered. Here, uncertainty is represented using a class of outer measures. It is shown how this representation of uncertainty can be propagated using…

Methodology · Statistics 2018-08-02 Jeremie Houssineau , Adrian N. Bishop

An algorithm is proposed, analyzed, and tested for minimizing locally Lipschitz objective functions that may be nonconvex and/or nonsmooth. The algorithm, which is built upon the gradient-sampling methodology, is designed specifically for…

Optimization and Control · Mathematics 2026-04-02 Albert S. Berahas , Frank E. Curtis , Lara Zebiane

Classical theory for quasi-Newton schemes has focused on smooth deterministic unconstrained optimization while recent forays into stochastic convex optimization have largely resided in smooth, unconstrained, and strongly convex regimes.…

Optimization and Control · Mathematics 2020-11-03 Afrooz Jalilzadeh , Angelia Nedich , Uday V. Shanbhag , Farzad Yousefian

In this paper, we focus on finding the global minimizer of a general unconstrained nonsmooth nonconvex optimization problem. Taking advantage of the smoothing method and the consensus-based optimization (CBO) method, we propose a novel…

Optimization and Control · Mathematics 2025-01-14 Jiazhen Wei , Wei Bian

This paper considers the distributed smooth optimization problem in which the objective is to minimize a global cost function formed by a sum of local smooth cost functions, by using local information exchange. The standard assumption for…

Optimization and Control · Mathematics 2019-09-10 Xinlei Yi , Shengjun Zhang , Tao Yang , Karl H. Johansson , Tianyou Chai