相关论文: Global optimization using Sobol indices

Global optimization is an active area of research in atomistic simulations, and many algorithms have been proposed to date. A prominent example is basin hopping Monte Carlo, which performs a modified Metropolis Monte Carlo search to explore…

We study zeroth-order optimization where solutions must minimize a cost $d(s)$ while maintaining high probability under a complex generative prior $L(s)$ (e.g., a parameterized model). This reduces to sampling from a target distribution…

Sensitivity indices are commonly used to quantify the relative influence of any specific group of input variables on the output of a computer code. One crucial question is then to decide whether a given set of variables has a significant…

Computational models of the cardiovascular system are increasingly used for the diagnosis, treatment, and prevention of cardiovascular disease. Before being used for translational applications, the predictive abilities of these models need…

This work concerns the analysis and design of distributed first-order optimization algorithms over time-varying graphs. The goal of such algorithms is to optimize a global function that is the average of local functions using only local…

We introduce a novel first-order stochastic swarm intelligence (SI) model in the spirit of consensus formation models, namely a consensus-based optimization (CBO) algorithm, which may be used for the global optimization of a function in…

This article considers a box-constrained global optimization problem for Lipschitz-continuous functions with an unknown Lipschitz constant. Motivated by the famous DIRECT (DIviding RECTangles), a new HALRECT (HALving RECTangles) algorithm…

Global minimization is a fundamental challenge in optimization, especially in machine learning, where finding the global minimum of a function directly impacts model performance and convergence. This article introduces a novel optimization…

This paper provides an orientation angle optimization method for the design of fiber-reinforced composite materials using topology optimization. The orientation angle optimization is based on a topological derivative, which measures the…

We consider a distributed stochastic optimization problem in networks with finite number of nodes. Each node adjusts its action to optimize the global utility of the network, which is defined as the sum of local utilities of all nodes.…

In this paper, we study distributed stochastic optimization to minimize a sum of smooth and strongly-convex local cost functions over a network of agents, communicating over a strongly-connected graph. Assuming that each agent has access to…

A structured version of derivative-free random pattern search optimization algorithms is introduced which is able to exploit coordinate partially separable structure (typically associated with sparsity) often present in unconstrained and…

We investigate the fundamental principles that drive the development of scalable algorithms for network optimization. Despite the significant amount of work on parallel and decentralized algorithms in the optimization community, the methods…

In this paper, we consider a regression model built on dependent variables. This regression modelizes an input output relationship. Under boundedness assumptions on the joint distribution function of the input variables, we show that a…

We study the problem of global maximization of a function f given a finite number of evaluations perturbed by noise. We consider a very weak assumption on the function, namely that it is locally smooth (in some precise sense) with respect…

In many global optimization problems motivated by engineering applications, the number of function evaluations is severely limited by time or cost. To ensure that each evaluation contributes to the localization of good candidates for the…

This paper addresses a distributed optimization problem in a communication network where nodes are active sporadically. Each active node applies some learning method to control its action to maximize the global utility function, which is…

We propose a new statistical estimation framework for a large family of global sensitivity analysis methods. Our approach is based on rank statistics and uses an empirical correlation coefficient recently introduced by Sourav Chatterjee. We…

In this work, we study optimization specified only through a comparison oracle: given two points, it reports which one is preferred. We call it function-free optimization because we do not assume access to, nor the existence of, a canonical…

We describe the optimization algorithm implemented in the open-source derivative-free solver RBFOpt. The algorithm is based on the radial basis function method of Gutmann and the metric stochastic response surface method of Regis and…