相关论文: Black-box Mixed-Variable Optimisation using a Surr…

Model merging aims to combine multiple fine-tuned models into a single set of weights that performs well across all source tasks. While prior work has shown that merging can approximate the performance of individual fine-tuned models for…

Existing work on data-driven optimization focuses on problems in static environments, but little attention has been paid to problems in dynamic environments. This paper proposes a data-driven optimization algorithm to deal with the…

The increasing penetration of renewable energy sources introduces significant uncertainty in power system operations, making traditional deterministic unit commitment approaches computationally expensive. This paper presents a machine…

The exploration of novel architectures requires physics-based simulation due to a lack of prior experience to start from, which introduces two specific challenges for optimization algorithms: evaluations become more expensive (in time) and…

Low-rank matrix completion (LRMC) has demonstrated remarkable success in a wide range of applications. To address the NP-hard nature of the rank minimization problem, the nuclear norm is commonly used as a convex and computationally…

In this manuscript, we research on the behaviors of surrogates for the rank function on different image processing problems and their optimization algorithms. We first propose a novel nonconvex rank surrogate on the general rank…

Wastewater systems are transitioning towards integrative process systems to recover multiple resources whilst simultaneously satisfying regulations on final effluent quality. This work contributes to the literature by bringing a…

State-of-the-art methods for solving smooth optimization problems are nonlinear conjugate gradient, low memory BFGS, and Majorize-Minimize (MM) subspace algorithms. The MM subspace algorithm which has been introduced more recently has shown…

This paper presents a novel learning-based approach to construct a surrogate problem that approximates a given parametric nonconvex optimization problem. The surrogate function is designed to be the minimum of a finite set of functions,…

Optimizing expensive black-box systems with limited data is an extremely challenging problem. As a resolution, we present a new surrogate optimization approach by addressing two gaps in prior research -- unimportant input variables and…

This study focuses on solving group zero-norm regularized robust loss minimization problems. We propose a proximal Majorization-Minimization (PMM) algorithm to address a class of equivalent Difference-of-Convex (DC) surrogate optimization…

In this paper, we present new optimization models for Support Vector Machine (SVM), with the aim of separating data points in two or more classes. The classification task is handled by means of nonlinear classifiers induced by kernel…

Support matrix machine (SMM) is an emerging classification framework that directly handles matrix-structured observations, thereby avoiding the spatial correlations destroyed by vectorization. However, most existing SMM variants rely on…

We present a novel way of accelerating hybrid surrogate methods for the calculation of failure probabilities. The main idea is to use mesh refinement in order to obtain improved local surrogates of low computation cost to simulate on. These…

Recently, a surrogate model was proposed that employs a factorization machine to approximate the underlying input-output mapping of the original system, with quantum annealing used to optimize the resulting surrogate function. Inspired by…

Low-rank matrix completion is a problem of immense practical importance. Recent works on the subject often use nuclear norm as a convex surrogate of the rank function. Despite its solid theoretical foundation, the convex version of the…

Reinforcement learning is a promising paradigm for solving sequential decision-making problems, but low data efficiency and weak generalization across tasks are bottlenecks in real-world applications. Model-based meta reinforcement learning…

This paper addresses risk averse constrained optimization problems where the objective and constraint functions can only be computed by a blackbox subject to unknown uncertainties. To handle mixed aleatory/epistemic uncertainties, the…

While matrix variate regression models have been studied in many existing works, classical statistical and computational methods for the analysis of the regression coefficient estimation are highly affected by high dimensional and noisy…

Surrogate model-based optimization has been increasingly used in the field of engineering design. It involves creating a surrogate model with objective functions or constraints based on the data obtained from simulations or real-world…