相关论文: Stochastic Optimization Algorithms

Finding global optima in high-dimensional optimization problems is extremely challenging since the number of function evaluations required to sufficiently explore the search space increases exponentially with its dimensionality.…

In this article, we discuss two algorithms tailored to discrete-time deterministic finite-horizon nonlinear optimal control problems or so-called deterministic trajectory optimization problems. Both algorithms can be derived from an…

A new technique of global optimization and its applications in particular to neural networks are presented. The algorithm is also compared to other global optimization algorithms such as Gradient descent (GD), Monte Carlo (MC), Genetic…

The rapid advances in the field of optimization methods in many pure and applied science pose the difficulty of keeping track of the developments as well as selecting an appropriate technique that best suits the problem in-hand. From a…

Randomization is a fundamental tool used in many theoretical and practical areas of computer science. We study here the role of randomization in the area of submodular function maximization. In this area most algorithms are randomized, and…

An algorithm is proposed, analyzed, and tested experimentally for solving stochastic optimization problems in which the decision variables are constrained to satisfy equations defined by deterministic, smooth, and nonlinear functions. It is…

We employ an evolutionary algorithm to automatically optimize different stages of a cold atom experiment without human intervention. This approach closes the loop between computer based experimental control systems and automatic real time…

Modern signal processing (SP) methods rely very heavily on probability and statistics to solve challenging SP problems. SP methods are now expected to deal with ever more complex models, requiring ever more sophisticated computational…

In the field of global optimization, many existing algorithms face challenges posed by non-convex target functions and high computational complexity or unavailability of gradient information. These limitations, exacerbated by sensitivity to…

Stochastic optimization finds a wide range of applications in operations research and management science. However, existing stochastic optimization techniques usually require the information of random samples (e.g., demands in the…

Superoptimization requires the estimation of the best program for a given computational task. In order to deal with large programs, superoptimization techniques perform a stochastic search. This involves proposing a modification of the…

We present a new method for stochastic shape optimisation of engineering structures. The method generalises an existing deterministic scheme, in which the structure is represented and evolved by a level-set method coupled with mathematical…

Stochastic optimization is a widely used approach for optimization under uncertainty, where uncertain input parameters are modeled by random variables. Exact or approximation algorithms have been obtained for several fundamental problems in…

Sequential quadratic optimization algorithms are proposed for solving smooth nonlinear optimization problems with equality constraints. The main focus is an algorithm proposed for the case when the constraint functions are deterministic,…

Optimization lies at the heart of machine learning and signal processing. Contemporary approaches based on the stochastic gradient method are non-adaptive in the sense that their implementation employs prescribed parameter values that need…

This paper provides a review and commentary on the past, present, and future of numerical optimization algorithms in the context of machine learning applications. Through case studies on text classification and the training of deep neural…

Optimal control problems can be solved via a one-shot (single) optimization or a sequence of optimization using dynamic programming (DP). However, the computation of their global optima often faces NP-hardness, and thus only locally optimal…

Recently, Smajic et al. published an article on numerical structural opti- mizations of two-dimensional photonic crystals using two different classes of optimization algorithms i.e, deterministic for local searches and stochastic for…

Optimization problems involving sequential decisions in a stochastic environment were studied in Stochastic Programming (SP), Stochastic Optimal Control (SOC) and Markov Decision Processes (MDP). In this paper we mainly concentrate on SP…

The global optimization have the very extensive applications in econometrics, science and engineering. However, the global optimization for non-convex objective functions is particularly difficult since most of the existing global…