相关论文: Simulated Annealing-based Candidate Optimization f…

Analog circuit design can be considered as an optimization problem with the targeted circuit specifications as constraints. When stringent circuit specifications are considered, it is desired to have an optimization methodology that adapts…

This paper proposes a method for solving optimization problems in which the decision-maker cannot evaluate the objective function, but rather can only express a preference such as "this is better than that" between two candidate decision…

Many model selection algorithms rely on sparse dictionary learning to provide interpretable and physics-based governing equations. The optimization algorithms typically use a hard thresholding process to enforce sparse activations in the…

In this paper, we introduce a quantum-enhanced algorithm for simulation-based optimization. Simulation-based optimization seeks to optimize an objective function that is computationally expensive to evaluate exactly, and thus, is…

This paper considers a class of reinforcement learning problems, which involve systems with two types of states: stochastic and pseudo-stochastic. In such systems, stochastic states follow a stochastic transition kernel while the…

We introduce the reinforcement quantum annealing (RQA) scheme in which an intelligent agent interacts with a quantum annealer that plays the stochastic environment role of learning automata and tries to iteratively find better Ising…

In this paper, we introduce a new heuristics for global optimization in scenarios where extensive evaluations of the cost function are expensive, inaccessible, or even prohibitive. The method, which we call Landscape-Sketch-and-Step (LSS),…

Contextual stochastic optimization is an advanced methodology to model uncertainty in the presence of contextual information during decision planning processes. Although classical methodologies focus on minimizing the expectation of a…

Adaptive random search approaches have been shown to be effective for global optimization problems, where under certain conditions, the expected performance time increases only linearly with dimension. However, previous analyses assume that…

The goal of our research was to enhance local search heuristics used to construct Latin Hypercube Designs. First, we introduce the \textit{1D-move} perturbation to improve the space exploration performed by these algorithms. Second, we…

Bayesian Optimization has become the reference method for the global optimization of black box, expensive and possibly noisy functions. Bayesian Op-timization learns a probabilistic model about the objective function, usually a Gaussian…

At present, high-dimensional global optimization problems with time-series models have received much attention from engineering fields. Since it was proposed, Bayesian optimization has quickly become a popular and promising approach for…

Bayesian Optimization is an effective method for searching the global maxima of an objective function especially if the function is unknown. The process comprises of using a surrogate function and choosing an acquisition function followed…

Optimization is finding the best solution, which mathematically amounts to locating the global minimum of some cost function. Optimization is traditionally automated with digital or quantum computers, each having their limitations and none…

Algorithmic Bias can be due to bias in the training data or issues with the algorithm itself. These algorithmic issues typically relate to problems with model capacity and regularisation. This underestimation bias may arise because the…

We propose a modified expectation-maximization algorithm by introducing the concept of quantum annealing, which we call the deterministic quantum annealing expectation-maximization (DQAEM) algorithm. The expectation-maximization (EM)…

Discrete choice experiments (DCEs) investigate the attributes that influence individuals' choices when selecting among various options. To enhance the quality of the estimated choice models, researchers opt for Bayesian optimal designs that…

For continuous action spaces, actor-critic methods are widely used in online reinforcement learning (RL). However, unlike RL algorithms for discrete actions, which generally model the optimal value function using the Bellman optimality…

Variational quantum algorithms are viewed as promising candidates for demonstrating quantum advantage on near-term devices. These approaches typically involve the training of parameterized quantum circuits through a classical optimization…

We propose a sequential quadratic programming (SQP) method that can incorporate adaptive sampling for stochastic nonsmooth nonconvex optimization problems with upper-C^2 objectives. Upper-$\Ctwo$ functions can be viewed as…