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This paper studies the problem of globally optimizing a variable of interest that is part of a causal model in which a sequence of interventions can be performed. This problem arises in biology, operational research, communications and,…

Machine Learning · Statistics 2020-05-27 Virginia Aglietti , Xiaoyu Lu , Andrei Paleyes , Javier González

Many real-world optimization problems involve uncertain parameters with probability distributions that can be estimated using contextual feature information. In contrast to the standard approach of first estimating the distribution of…

Machine Learning · Statistics 2023-08-03 Meng Qi , Paul Grigas , Zuo-Jun Max Shen

This paper presents innovative approaches to optimization problems, focusing on both Single-Objective Multi-Modal Optimization (SOMMOP) and Multi-Objective Optimization (MOO). In SOMMOP, we integrate chaotic evolution with niching…

Neural and Evolutionary Computing · Computer Science 2024-11-13 Xiang Meng

The main goal of diversity optimization is to find a diverse set of solutions which satisfy some lower bound on their fitness. Evolutionary algorithms (EAs) are often used for such tasks, since they are naturally designed to optimize…

Neural and Evolutionary Computing · Computer Science 2024-07-15 Denis Antipov , Aneta Neumann , Frank Neumann

In high-stakes engineering applications, optimization algorithms must come with provable worst-case guarantees over a mathematically defined class of problems. Designing for the worst case, however, inevitably sacrifices performance on the…

Systems and Control · Electrical Eng. & Systems 2025-08-04 Andrea Martin , Ian R. Manchester , Luca Furieri

Generalising the idea of the classical EM algorithm that is widely used for computing maximum likelihood estimates, we propose an EM-Control (EM-C) algorithm for solving multi-period finite time horizon stochastic control problems. The new…

Economics · Quantitative Finance 2016-11-08 Steven Kou , Xianhua Peng , Xingbo Xu

Bayesian Optimization (BO) is a well-established method for addressing black-box optimization problems. In many real-world scenarios, optimization often involves multiple functions, emphasizing the importance of leveraging data and learned…

Machine Learning · Computer Science 2025-03-11 Khoa Nguyen , Viet Huynh , Binh Tran , Tri Pham , Tin Huynh , Thin Nguyen

In this paper, we present a novel Newton-based extremum seeking controller for the solution of multivariable model-free optimization problems in static maps. Unlike existing asymptotic and fixed-time results in the literature, we present a…

Optimization and Control · Mathematics 2020-12-25 Jorge I. Poveda , Miroslav Krstic

We apply the conformational space annealing (CSA) method to the Lennard-Jones clusters and find all known lowest energy configurations up to 201 atoms, without using extra information of the problem such as the structures of the known…

Statistical Mechanics · Physics 2009-11-10 Julian Lee , In-Ho Lee , Jooyoung Lee

Evolutionary strategies have recently been shown to achieve competing levels of performance for complex optimization problems in reinforcement learning. In such problems, one often needs to optimize an objective function subject to a set of…

Neural and Evolutionary Computing · Computer Science 2022-02-23 Youssef Diouane , Aurelien Lucchi , Vihang Patil

In this work we focus on efficient heuristics for solving a class of stochastic planning problems that arise in a variety of business, investment, and industrial applications. The problem is best described in terms of future buy and sell…

Artificial Intelligence · Computer Science 2013-01-14 Milos Hauskrecht , Eli Upfal

In real-world optimization scenarios, the problem instance that we are asked to solve may change during the optimization process, e.g., when new information becomes available or when the environmental conditions change. In such situations,…

Neural and Evolutionary Computing · Computer Science 2022-09-12 Nina Bulanova , Arina Buzdalova , Carola Doerr

In this paper a novel stochastic optimization and extremum seeking algorithm is presented, one which is based on time-delayed random perturbations and step size adaptation. For the case of a one-dimensional quadratic unconstrained…

Optimization and Control · Mathematics 2024-10-29 Naum Dimitrieski , Michael Reyer , Mohamed-Ali Belabbas , Christian Ebenbauer

Large Language Models (LLMs) can benefit from useful experiences to improve their performance on specific tasks. However, finding helpful experiences for different LLMs is not obvious, since it is unclear what experiences suit specific…

Computation and Language · Computer Science 2025-01-09 Jitao Xu , Hongyun Zhou , Lei Shen , Conghui Zhu , Jin Huang , Yitao Duan

We analyze Decentralized Online Optimization algorithms using the Performance Estimation Problem approach which allows, to automatically compute exact worst-case performance of optimization algorithms. Our analysis shows that several…

Optimization and Control · Mathematics 2025-09-09 Erwan Meunier , Julien M. Hendrickx

Optimization problems aim to find the optimal solution, which is becoming increasingly complex and difficult to solve. Traditional evolutionary optimization methods always overlook the granular characteristics of solution space. In the real…

Machine Learning · Computer Science 2025-02-19 Shuyin Xia , Xinyu Lin , Guan Wang , De-Gang Chen , Sen Zhao , Guoyin Wang , Jing Liang

The remarkable performance of Large Language Models (LLMs) has inspired many applications, which often necessitate edge-cloud collaboration due to connectivity, privacy, and cost considerations. Traditional methods primarily focus on…

Databases · Computer Science 2025-07-15 Prasoon Patidar , Alex Crown , Kevin Hsieh , Yifei Xu , Tusher Chakraborty , Ranveer Chandra , Yuvraj Agarwal

We consider function optimization as a sequential decision making problem under budget constraint. This constraint limits the number of objective function evaluations allowed during the optimization. We consider an algorithm inspired by a…

Machine Learning · Computer Science 2026-05-06 Philippe Preux , Rémi Munos , Michal Valko

We propose a novel model for learned query optimization which provides query hints leading to better execution plans. The model addresses the three key challenges in learned hint-based query optimization: reliable hint recommendation…

Databases · Computer Science 2024-12-06 Sergey Zinchenko , Sergey Iazov

The traditional way of tackling discrete optimization problems is by using local search on suitably defined cost or fitness landscapes. Such approaches are however limited by the slowing down that occurs when the local minima that are a…

Disordered Systems and Neural Networks · Physics 2018-06-15 Konstantin Klemm , Anita Mehta , Peter F. Stadler