相关论文: On leveraging constrained smooth additive regressi…

We consider a class of stochastic programming problems where the implicitly decision-dependent random variable follows a nonparametric regression model with heteroscedastic error. The Clarke subdifferential and surrogate functions are not…

Large Language Models (LLMs) have achieved great success in many real-world applications, especially the one serving as the cognitive backbone of Multi-Agent Systems (MAS) to orchestrate complex workflows in practice. Since many deployment…

This work proposes an adaptive sequential Monte Carlo sampling algorithm to solve Bayesian inverse problems in scenarios where likelihood evaluations are costly but can be approximated using a surrogate model built from previous evaluations…

In sparse optimization, enforcing hard constraints using the $\ell_0$ pseudo-norm offers advantages like controlled sparsity compared to convex relaxations. However, many real-world applications demand not only sparsity constraints but also…

Delayed-acceptance is a technique for reducing computational effort for Bayesian models with expensive likelihoods. Using a delayed-acceptance kernel for Markov chain Monte Carlo can reduce the number of expensive likelihoods evaluations…

The complex and computationally expensive nature of landscape evolution models pose significant challenges in the inference and optimisation of unknown parameters. Bayesian inference provides a methodology for estimation and uncertainty…

Consider the problem of minimizing the expected value of a (possibly nonconvex) cost function parameterized by a random (vector) variable, when the expectation cannot be computed accurately (e.g., because the statistics of the random…

We consider a discrete optimization formulation for learning sparse classifiers, where the outcome depends upon a linear combination of a small subset of features. Recent work has shown that mixed integer programming (MIP) can be used to…

MATSuMoTo is the MATLAB Surrogate Model Toolbox for computationally expensive, black-box, global optimization problems that may have continuous, mixed-integer, or pure integer variables. Due to the black-box nature of the objective…

This paper considers a class of constrained stochastic composite optimization problems whose objective function is given by the summation of a differentiable (possibly nonconvex) component, together with a certain non-differentiable (but…

This is an overview paper written in style of research proposal. In recent years we introduced a general framework for large-scale unconstrained optimization -- Sequential Subspace Optimization (SESOP) and demonstrated its usefulness for…

Stochastic computer simulations enable users to gain new insights into complex physical systems. Optimization is a common problem in this context: users seek to find model inputs that maximize the expected value of an objective function.…

Several methods have been proposed in the literature to solve reliability-based optimization problems, where failure probabilities are design constraints. However, few methods address the problem of life-cycle cost or risk optimization,…

Multifidelity surrogate modelling combines data of varying accuracy and cost from different sources. It strategically uses low-fidelity models for rapid evaluations, saving computational resources, and high-fidelity models for detailed…

Sequential quadratic programming and sequential convex programming efficiently solve nonlinear programs (NLPs) by linearizing inner nonlinearities while preserving the outer convex structure. This paper introduces a sequential mixed-integer…

We study distributed multiagent optimization over (directed, time-varying) graphs. We consider the minimization of $F+G$ subject to convex constraints, where $F$ is the smooth strongly convex sum of the agent's losses and $G$ is a nonsmooth…

In this paper we present an algorithm for yield estimation and optimization exploiting Hessian based optimization methods, an adaptive Monte Carlo (MC) strategy, polynomial surrogates and several error indicators. Yield estimation is used…

Zeroth-order optimization (ZO) is widely used for solving black-box optimization and control problems. In particular, single-point ZO (SZO) is well-suited to online or dynamic problem settings due to its requirement of only a single…

In order to optimally design materials, it is crucial to understand the structure-property relations in the material by analyzing the effect of microstructure parameters on the macroscopic properties. In computational homogenization, the…

We study a class of nonconvex nonsmooth optimization problems in which the objective is a sum of two functions: One function is the average of a large number of differentiable functions, while the other function is proper, lower…