中文
相关论文

相关论文: Optimization by moving ridge functions: Derivative…

200 篇论文

An adaptive regularization algorithm for unconstrained nonconvex optimization is presented in which the objective function is never evaluated, but only derivatives are used. This algorithm belongs to the class of adaptive regularization…

最优化与控制 · 数学 2022-05-05 S. Gratton , S. Jerad , Ph. L. Toint

We propose to learn deep undirected graphical models (i.e., MRFs) with a non-ELBO objective for which we can calculate exact gradients. In particular, we optimize a saddle-point objective deriving from the Bethe free energy approximation to…

机器学习 · 计算机科学 2019-11-19 Sam Wiseman , Yoon Kim

In this paper, we propose the StepDIRECT algorithm for derivative-free optimization (DFO), in which the black-box objective function has a stepwise landscape. Our framework is based on the well-known DIRECT algorithm. By incorporating the…

最优化与控制 · 数学 2022-02-03 Dzung T. Phan , Hongsheng Liu , Lam M. Nguyen

We present a stochastic descent algorithm for unconstrained optimization that is particularly efficient when the objective function is slow to evaluate and gradients are not easily obtained, as in some PDE-constrained optimization and…

最优化与控制 · 数学 2024-07-08 David Kozak , Stephen Becker , Alireza Doostan , Luis Tenorio

We present a globally convergent method to accelerate density-based topology optimization using projection-based reduced-order models (ROMs) and trust-region methods. To accelerate topology optimization, we replace the large-scale finite…

数值分析 · 数学 2021-02-03 Masayuki Yano , Tianci Huang , Matthew J. Zahr

We investigate the unconstrained global optimization of functions with low effective dimensionality, that are constant along certain (unknown) linear subspaces. Extending the technique of random subspace embeddings in [Wang et al., Bayesian…

最优化与控制 · 数学 2020-03-24 Coralia Cartis , Adilet Otemissov

We present a new, deadlock-free, routing scheme for toroidal interconnection networks, called OutFlank Routing (OFR). OFR is an adaptive strategy which exploits non-minimal links, both in the source and in the destination nodes. When…

分布式、并行与集群计算 · 计算机科学 2014-05-22 Francesco Versaci

Ridge functions have recently emerged as a powerful set of ideas for subspace-based dimension reduction. In this paper we begin by drawing parallels between ridge subspaces, sufficient dimension reduction and active subspaces, contrasting…

统计方法学 · 统计学 2019-01-04 Pranay Seshadri , Shaowu Yuchi , Geoffrey T. Parks

Derivative-free optimization problems are optimization problems where derivative information is unavailable. The least Frobenius norm updating quadratic interpolation model function is one of the essential under-determined model functions…

最优化与控制 · 数学 2023-11-21 Pengcheng Xie , Ya-xiang Yuan

In this work, we utilize a Trust Region based Derivative Free Optimization (DFO-TR) method to directly maximize the Area Under Receiver Operating Characteristic Curve (AUC), which is a nonsmooth, noisy function. We show that AUC is a smooth…

机器学习 · 计算机科学 2017-03-22 Hiva Ghanbari , Katya Scheinberg

We consider the optimization problem of minimizing an objective functional, which admits a variational form and is defined over probability distributions on the constrained domain, which poses challenges to both theoretical analysis and…

最优化与控制 · 数学 2023-07-11 Dai Hai Nguyen , Tetsuya Sakurai

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…

计算工程、金融与科学 · 计算机科学 2023-06-21 Masaki Noda , Kei Matsushima , Takayuki Yamada

The problem we consider is a multi-objective optimization problem, in which the goal is to find an optimal value of a vector function representing various criteria. The aim of this work is to develop an algorithm which utilizes the trust…

最优化与控制 · 数学 2026-05-15 Nataša Krejić , Nataša Krklec Jerinkić , Luka Rutešić

In the present work, a new computational framework for structural topology optimization based on the concept of moving deformable components is proposed. Compared with the traditional pixel or node point-based solution framework, the…

计算工程、金融与科学 · 计算机科学 2015-06-23 Xu Guo , Weisheng Zhang , Wenliang Zhong

We consider the minimization of submodular functions subject to ordering constraints. We show that this optimization problem can be cast as a convex optimization problem on a space of uni-dimensional measures, with ordering constraints…

机器学习 · 计算机科学 2017-07-31 Francis Bach

We develop an algorithm for minimizing a function using $n$ batched function value measurements at each of $T$ rounds by using classifiers to identify a function's sublevel set. We show that sufficiently accurate classifiers can achieve…

机器学习 · 统计学 2018-04-12 Tatsunori B. Hashimoto , Steve Yadlowsky , John C. Duchi

The paper discusses derivative-free optimization (DFO), which involves minimizing a function without access to gradients or directional derivatives, only function evaluations. Classical DFO methods, which mimic gradient-based methods, such…

最优化与控制 · 数学 2025-04-17 Bumsu Kim , HanQin Cai , Daniel McKenzie , Wotao Yin

In statistics, it is common to encounter multi-modal and non-smooth likelihood (or objective function) maximization problems, where the parameters have known upper and lower bounds. This paper proposes a novel derivative-free global…

最优化与控制 · 数学 2023-09-14 Priyam Das

We present the Trust Region Adversarial Functional Subdifferential (TRAFS) algorithm for constrained optimization of nonsmooth convex Lipschitz functions. Unlike previous methods that assume a subgradient oracle model, we work with the…

最优化与控制 · 数学 2024-01-30 Kai Jia , Martin Rinard

The superiorization methodology is intended to work with input data of constrained minimization problems, that is, a target function and a set of constraints. However, it is based on an antipodal way of thinking to what leads to constrained…

最优化与控制 · 数学 2020-10-26 Yair Censor , Edgar Garduño , Elias S. Helou , Gabor T. Herman