Tootfinder

Fast Bayesian Optimization of Function Networks with Partial Evaluations
Poompol Buathong, Peter I. Frazier
https://arxiv.org/abs/2506.11456 https://

Fast Bayesian Optimization of Function Networks with Partial Evaluations
Bayesian optimization of function networks (BOFN) is a framework for optimizing expensive-to-evaluate objective functions structured as networks, where some nodes' outputs serve as inputs for others. Many real-world applications, such as manufacturing and drug discovery, involve function networks with additional properties - nodes that can be evaluated independently and incur varying costs. A recent BOFN variant, p-KGFN, leverages this structure and enables cost-aware partial evaluations, selec…

Lyapunov analysis for FISTA under strong convexity
Luis M. Brice\~no-Arias
https://arxiv.org/abs/2506.11785 https://arxiv.org/pdf/250…

Lyapunov analysis for FISTA under strong convexity
In this paper, we conduct a theoretical and numerical study of the Fast Iterative Shrinkage-Thresholding Algorithm (FISTA) under strong convexity assumptions. We propose an autonomous Lyapunov function that reflects the strong convexity of the objective function, whether it arises from the smooth or non-smooth component. This Lyapunov function decreases monotonically at a linear rate along the iterations of the algorithm for a fixed inertial parameter. Our analysis demonstrates that the best th…

Kurdyka-\L ojasiewicz exponent via sqaure parametrization
Wenqing Ouyang
https://arxiv.org/abs/2506.10110 https://arxiv.org/pdf/2506.…

Kurdyka-Łojasiewicz exponent via sqaure parametrization
We consider one of the most common reparameterization techniques, the square transformation. Assuming the original objective function is the sum of a smooth function and a polyhedral function, we study the variational properties of the objective function after reparameterization. In particular, we first study the minimal norm of the subdifferential of the reparameterized objective function. Second, we compute the second subderivative of the reparameterized objective function on a linear subspac…

A DC-Reformulation for Gradient-$L^0$-Constrained Problems in Function Spaces
Bastian Dittrich, Evelyn Herberg, Roland Herzog, Georg M\"uller
https://arxiv.org/abs/2506.11917

A DC-Reformulation for Gradient-$L^0$-Constrained Problems in Function Spaces
Cardinality constraints in optimization are commonly of $L^0$-type, and they lead to sparsely supported optimizers. An efficient way of dealing with these constraints algorithmically, when the objective functional is convex, is reformulating the constraint using the difference of suitable $L^1$- and largest-$K$-norms and subsequently solving a sequence of penalized subproblems in the difference-of-convex (DC) class. We extend this DC-reformulation approach to problems with $L^0$-type cardinalit…

Heavy-ball dynamics with Hessian-driven damping for non-convex optimization under the {\L}ojasiewicz condition
Vassilis Apidopoulos, Vasiliki Mavrogeorgou, Theodoros G. Tsironis
https://arxiv.org/abs/2506.11705

Heavy-ball dynamics with Hessian-driven damping for non-convex optimization under the Łojasiewicz condition
In this paper, we examine the convergence properties of heavy-ball dynamics with Hessian-driven damping in smooth non-convex optimization problems satisfying a Łojasiewicz condition. In this general setting, we provide a series of tight, worst-case optimal convergence rate guarantees as a function of the dynamics' friction coefficients and the Łojasiewicz exponent of the problem's objective function. Importantly, the linear rates that we obtain improve on previous available rates and they sug…

Enhanced Ideal Objective Vector Estimation for Evolutionary Multi-Objective Optimization
Ruihao Zheng, Zhenkun Wang, Yin Wu, Maoguo Gong
https://arxiv.org/abs/2505.21903

Enhanced Ideal Objective Vector Estimation for Evolutionary Multi-Objective Optimization
The ideal objective vector, which comprises the optimal values of the $m$ objective functions in an $m$-objective optimization problem, is an important concept in evolutionary multi-objective optimization. Accurate estimation of this vector has consistently been a crucial task, as it is frequently used to guide the search process and normalize the objective space. Prevailing estimation methods all involve utilizing the best value concerning each objective function achieved by the individuals in…

A Robust Optimization Framework for Flexible Industrial Energy Scheduling: Application to a Cement Plant with Market Participation
Sebasti\'an Rojas-Innocenti, Enrique Baeyens, Alejandro Mart\'in-Crespo, Sergio Saludes-Rodil, Fernando Frechoso Escudero
https://arxiv.org/abs/2506.10824

A Robust Optimization Framework for Flexible Industrial Energy Scheduling: Application to a Cement Plant with Market Participation
This paper presents a scenario based robust optimization framework for short term energy scheduling in electricity intensive industrial plants, explicitly addressing uncertainty in planning decisions. The model is formulated as a two-stage Mixed Integer Linear Program (MILP) and integrates a hybrid scenario generation method capable of representing uncertain inputs such as electricity prices, renewable generation, and internal demand. A convex objective function combining expected and worst cas…

Guidelines for Gaze-based Neural Preliminary Diagnosis
Mayar Elfares, Salma Younis, Pascal Reisert, Ralf K\"usters, Tobias Renner, Andreas Bulling
https://arxiv.org/abs/2506.08517

Guidelines for Gaze-based Neural Preliminary Diagnosis
Neural disorders refer to any condition affecting the nervous system and that influence how individuals perceive and interact with the world. Traditional neural diagnoses rely on cumbersome, time-consuming, or subjective methods, such as clinical interviews, behavioural observations, or medical imaging. Eye tracking is an attractive alternative because analysing eye movements, such as fixations and saccades, can provide more objective insights into brain function and cognitive processing by cap…

The pursuit of happiness
Debora Princepe, Onofrio Mazzarisi, Erol Akcay, Simon A. Levin, Matteo Marsili
https://arxiv.org/abs/2506.10537 https://

The pursuit of happiness
Happiness, in the U.S. Declaration of Independence, was understood quite differently from today's popular notions of personal pleasure. Happiness implies a flourishing life - one of virtue, purpose, and contribution to the common good. This paper studies populations of individuals - that we call homo-felix - who maximise an objective function that we call happiness. The happiness of one individual depends on the payoffs that they receive in games they play with their peers as well as on the hap…

Automatic Generation of Explicit Quadratic Programming Solvers
Maximilian Schaller, Daniel Arnstr\"om, Alberto Bemporad, Stephen Boyd
https://arxiv.org/abs/2506.11513

Automatic Generation of Explicit Quadratic Programming Solvers
We consider a family of convex quadratic programs in which the coefficients of the linear objective term and the righthand side of the constraints are affine functions of a parameter. It is well known that the solution of such a parametrized quadratic program is a piecewise affine function of the parameter. The number of (polyhedral) regions in the solution map can grow exponentially in problem size, but when the number of regions is moderate, a so-called explicit solver is practical. Such a so…

High Probability Convergence of Distributed Clipped Stochastic Gradient Descent with Heavy-tailed Noise
Yuchen Yang, Kaihong Lu, Long Wang
https://arxiv.org/abs/2506.11647

High Probability Convergence of Distributed Clipped Stochastic Gradient Descent with Heavy-tailed Noise
In this paper, the problem of distributed optimization is studied via a network of agents. Each agent only has access to a noisy gradient of its own objective function, and can communicate with its neighbors via a network. To handle this problem, a distributed clipped stochastic gradient descent algorithm is proposed, and the high probability convergence of the algorithm is studied. Existing works on distributed algorithms involving stochastic gradients only consider the light-tailed noises. Di…

Convergence of Momentum-Based Optimization Algorithms with Time-Varying Parameters
Mathukumalli Vidyasagar
https://arxiv.org/abs/2506.11904 https://…

Convergence of Momentum-Based Optimization Algorithms with Time-Varying Parameters
In this paper, we present a unified algorithm for stochastic optimization that makes use of a "momentum" term; in other words, the stochastic gradient depends not only on the current true gradient of the objective function, but also on the true gradient at the previous iteration. Our formulation includes the Stochastic Heavy Ball (SHB) and the Stochastic Nesterov Accelerated Gradient (SNAG) algorithms as special cases. In addition, in our formulation, the momentum term is allowed to vary as a f…

Enhanced Ideal Objective Vector Estimation for Evolutionary Multi-Objective Optimization
Ruihao Zheng, Zhenkun Wang, Yin Wu, Maoguo Gong
https://arxiv.org/abs/2505.21903

Enhanced Ideal Objective Vector Estimation for Evolutionary Multi-Objective Optimization
The ideal objective vector, which comprises the optimal values of the $m$ objective functions in an $m$-objective optimization problem, is an important concept in evolutionary multi-objective optimization. Accurate estimation of this vector has consistently been a crucial task, as it is frequently used to guide the search process and normalize the objective space. Prevailing estimation methods all involve utilizing the best value concerning each objective function achieved by the individuals in…

Inference on the value of linear programs
Leonard Goff, Eric Mbakop
https://arxiv.org/abs/2506.06776 https://arxiv.org/pdf/2506.06776…

Inference on the value of linear programs
This paper studies inference on the value of linear programs (LPs) when both the objective function and constraints are possibly unknown and must be estimated from data. We show that many inference problems in partially identified models can be reformulated in this way. Building on Shapiro (1991) and Fang and Santos (2019), we develop a pointwise valid inference procedure for the value of LPs. We modify this pointwise inference procedure to construct one-sided inference procedures that are unif…

This https://arxiv.org/abs/2412.17780 has been replaced.
initial toot: https://mastoxiv.page/@arXiv_qbi…

PepTune: De Novo Generation of Therapeutic Peptides with Multi-Objective-Guided Discrete Diffusion
We present PepTune, a multi-objective discrete diffusion model for simultaneous generation and optimization of therapeutic peptide SMILES. Built on the Masked Discrete Language Model (MDLM) framework, PepTune ensures valid peptide structures with a novel bond-dependent masking schedule and invalid loss function. To guide the diffusion process, we introduce Monte Carlo Tree Guidance (MCTG), an inference-time multi-objective guidance algorithm that balances exploration and exploitation to iterati…

Optimal Task Offloading with Firm Deadlines for Mobile Edge Computing Systems
Khai Doan, Wesley Araujo, Evangelos Kranakis, Ioannis Lambadaris, Yannis Viniotis, Wonjae Shin
https://arxiv.org/abs/2506.09180

Optimal Task Offloading with Firm Deadlines for Mobile Edge Computing Systems
Under a dramatic increase in mobile data traffic, a promising solution for edge computing systems to maintain their local service is the task migration that may be implemented by means of Autonomous mobile agents (AMA). In designing an optimal scheme for task offloading to AMA, we define a system cost as a minimization objective function that comprises two parts. First, an offloading cost which can be interpreted as the cost of using computational resources from the AMA. Second, a penalty cost …

Unrolling Nonconvex Graph Total Variation for Image Denoising
Songlin Wei, Gene Cheung, Fei Chen, Ivan Selesnick
https://arxiv.org/abs/2506.02381 https://

Unrolling Nonconvex Graph Total Variation for Image Denoising
Conventional model-based image denoising optimizations employ convex regularization terms, such as total variation (TV) that convexifies the $\ell_0$-norm to promote sparse signal representation. Instead, we propose a new non-convex total variation term in a graph setting (NC-GTV), such that when combined with an $\ell_2$-norm fidelity term for denoising, leads to a convex objective with no extraneous local minima. We define NC-GTV using a new graph variant of the Huber function, interpretable …

Sensitivity of Optimal Control Solutions and Quantities of Interest with Respect to Component Functions
Jonathan R. Cangelosi, Matthias Heinkenschloss
https://arxiv.org/abs/2506.10804

Sensitivity of Optimal Control Solutions and Quantities of Interest with Respect to Component Functions
This work establishes sensitivities of the solution of an optimal control problem (OCP) and a corresponding quantity of interest (QoI) to perturbations in a state/control-dependent component function that appears in the governing ODEs and the objective function. This extends existing OCP sensitivity results, which consider the sensitivity of the OCP solution with respect to state/control-independent parameters. It is shown that with Carathéodory-type assumptions, the Implicit Function Theorem …

Physics-Informed Neural Network Approach to Quark-Antiquark Color Flux Tube
Wei Kou, Xiaoxuan Lin, Bing'ang Guo, Xurong Chen
https://arxiv.org/abs/2506.03513

Physics-Informed Neural Network Approach to Quark-Antiquark Color Flux Tube
We introduce a physics-informed neural network (PINNs) framework for modelling the spatial distribution of chromodynamic fields induced by quark-antiquark pairs, based on lattice Monte Carlo simulations. In contrast to conventional neural networks, PINNs incorporate physical laws--expressed here as differential equations governing type-II superconductivity--directly into the training objective. By embedding these equations into the loss function, we guide the network to learn physically consist…

An Expansion-Based Approach for Quantified Integer Programming
Michael Hartisch, Leroy Chew
https://arxiv.org/abs/2506.04452 https://…

An Expansion-Based Approach for Quantified Integer Programming
Quantified Integer Programming (QIP) bridges multiple domains by extending Quantified Boolean Formulas (QBF) to incorporate general integer variables and linear constraints while also generalizing Integer Programming through variable quantification. As a special case of Quantified Constraint Satisfaction Problems (QCSP), QIP provides a versatile framework for addressing complex decision-making scenarios. Additionally, the inclusion of a linear objective function enables QIP to effectively model…

This https://arxiv.org/abs/2505.21356 has been replaced.
initial toot: https://mastoxiv.page/@arXiv_csSD_…

Towards Robust Automated Perceptual Voice Quality Assessment with Deep Learning
Objective: Perceptual voice quality assessment plays a critical role in diagnosing and monitoring voice disorders by providing standardized evaluation of vocal function. Traditionally, this process relies on expert raters utilizing standard scales, such as the Consensus Auditory-Perceptual Evaluation of Voice (CAPE-V) and Grade, Roughness, Breathiness, Asthenia, and Strain (GRBAS). However, these metrics are inherently subjective and susceptible to inter-rater variability, motivating the need f…

This https://arxiv.org/abs/2501.08512 has been replaced.
initial toot: https://mastoxiv.page/@arXiv_csMA_…

Ensuring Truthfulness in Distributed Aggregative Optimization
Distributed aggregative optimization methods are gaining increased traction due to their ability to address cooperative control and optimization problems, where the objective function of each agent depends not only on its own decision variable but also on the aggregation of other agents' decision variables. Nevertheless, existing distributed aggregative optimization methods implicitly assume all agents to be truthful in information sharing, which can be unrealistic in real-world scenarios, wher…

Multi-Objective Covariance Matrix Adaptation MAP-Annealing
Shihan Zhao, Stefanos Nikolaidis
https://arxiv.org/abs/2505.20712 https://…

Multi-Objective Covariance Matrix Adaptation MAP-Annealing
Quality-Diversity (QD) optimization is an emerging field that focuses on finding a set of behaviorally diverse and high-quality solutions. While the quality is typically defined w.r.t. a single objective function, recent work on Multi-Objective Quality-Diversity (MOQD) extends QD optimization to simultaneously optimize multiple objective functions. This opens up multi-objective applications for QD, such as generating a diverse set of game maps that maximize difficulty, realism, or other propert…

Multi-Objective Covariance Matrix Adaptation MAP-Annealing
Shihan Zhao, Stefanos Nikolaidis
https://arxiv.org/abs/2505.20712 https://…

Multi-Objective Covariance Matrix Adaptation MAP-Annealing
Quality-Diversity (QD) optimization is an emerging field that focuses on finding a set of behaviorally diverse and high-quality solutions. While the quality is typically defined w.r.t. a single objective function, recent work on Multi-Objective Quality-Diversity (MOQD) extends QD optimization to simultaneously optimize multiple objective functions. This opens up multi-objective applications for QD, such as generating a diverse set of game maps that maximize difficulty, realism, or other propert…

Non-linear Multi-objective Optimization with Probabilistic Branch and Bound
Hao Huang, Zelda B. Zabinsky
https://arxiv.org/abs/2506.04554 https://

Non-linear Multi-objective Optimization with Probabilistic Branch and Bound
A multiple objective simulation optimization algorithm named Multiple Objective Probabilistic Branch and Bound with Single Observation (MOPBnB(so)) is presented for approximating the Pareto optimal set and the associated efficient frontier for stochastic multi-objective optimization problems. MOPBnB(so) evaluates a noisy function exactly once at any solution and uses neighboring solutions to estimate the objective functions, in contrast to a variant that uses multiple replications at a solution…

This https://arxiv.org/abs/2405.08485 has been replaced.
initial toot: https://mastoxiv.page/@arXiv_mat…

Doubly relaxed forward-Douglas--Rachford splitting for the sum of two nonconvex and a DC function
In this paper, we consider a class of structured nonconvex nonsmooth optimization problems whose objective function is the sum of three nonconvex functions, one of which is expressed in a difference-of-convex (DC) form. This problem class covers several important structures in the literature including the sum of three functions and the general DC program. We propose a splitting algorithm and prove the subsequential convergence to a stationary point of the problem. The full sequential convergenc…

Distributed Neural Policy Gradient Algorithm for Global Convergence of Networked Multi-Agent Reinforcement Learning
Pengcheng Dai, Yuanqiu Mo, Wenwu Yu, Wei Ren
https://arxiv.org/abs/2505.24113

Distributed Neural Policy Gradient Algorithm for Global Convergence of Networked Multi-Agent Reinforcement Learning
This paper studies the networked multi-agent reinforcement learning (NMARL) problem, where the objective of agents is to collaboratively maximize the discounted average cumulative rewards. Different from the existing methods that suffer from poor expression due to linear function approximation, we propose a distributed neural policy gradient algorithm that features two innovatively designed neural networks, specifically for the approximate Q-functions and policy functions of agents. This distri…

A Cubic Regularization Method for Multiobjective Optimization
Douglas S. Gon\c{c}alves, Max L. N. Gon\c{c}alves, Jefferson G. Melo
https://arxiv.org/abs/2506.08181

A Cubic Regularization Method for Multiobjective Optimization
This work introduces a new cubic regularization method for nonconvex unconstrained multiobjective optimization problems. At each iteration of the method, a model associated with the cubic regularization of each component of the objective function is minimized. This model allows approximations for the first- and second-order derivatives, which must satisfy suitable error conditions. One interesting feature of the proposed algorithm is that the regularization parameter of the model and the accura…

Set Smoothness Unlocks Clarke Hyper-stationarity in Bilevel Optimization
He Chen, Jiajin Li, Anthony Man-cho So
https://arxiv.org/abs/2506.04587 https://…

Set Smoothness Unlocks Clarke Hyper-stationarity in Bilevel Optimization
Solving bilevel optimization (BLO) problems to global optimality is generally intractable. A common alternative is to compute a hyper-stationary point -- a stationary point of the hyper-objective function formed by minimizing/maximizing the upper-level function over the lower-level solution set. However, existing approaches either yield weak notions of stationarity or rely on restrictive assumptions to ensure the smoothness of hyper-objective functions. In this paper, we remove these impractica…

This https://arxiv.org/abs/2409.16757 has been replaced.
initial toot: https://mastoxiv.page/@arXiv_csNE_…

An Adaptive Re-evaluation Method for Evolution Strategy under Additive Noise
The Covariance Matrix Adaptation Evolutionary Strategy (CMA-ES) is one of the most advanced algorithms in numerical black-box optimization. For noisy objective functions, several approaches were proposed to mitigate the noise, e.g., re-evaluations of the same solution or adapting the population size. In this paper, we devise a novel method to adaptively choose the optimal re-evaluation number for function values corrupted by additive Gaussian white noise. We derive a theoretical lower bound o…

This https://arxiv.org/abs/2403.06708 has been replaced.
initial toot: https://mastoxiv.page/@arXiv_mat…

Tikhonov Regularization for Stochastic Non-Smooth Convex Optimization in Hilbert Spaces
To solve convex optimization problems with a noisy gradient input, we analyze the global behavior of subgradient-like flows under stochastic errors. The objective function is composite, being equal to the sum of two convex functions, one being differentiable and the other potentially non-smooth. We then use stochastic differential inclusions where the drift term is minus the subgradient of the objective function, and the diffusion term is either bounded or square-integrable. In this context, un…

This https://arxiv.org/abs/2404.17386 has been replaced.
initial toot: https://mastoxiv.page/@arXiv_mat…

Stochastic Bregman Subgradient Methods for Nonsmooth Nonconvex Optimization Problems
This paper focuses on the problem of minimizing a locally Lipschitz continuous function. Motivated by the effectiveness of Bregman gradient methods in training nonsmooth deep neural networks and the recent progress in stochastic subgradient methods for nonsmooth nonconvex optimization problems \cite{bolte2021conservative,bolte2022subgradient,xiao2023adam}, we investigate the long-term behavior of stochastic Bregman subgradient methods in such context, especially when the objective function lack…

This https://arxiv.org/abs/2410.14899 has been replaced.
initial toot: https://mastoxiv.page/@arXiv_mat…

Out-of-distribution Robust Optimization
In this paper, we consider the contextual robust optimization problem under an out-of-distribution setting. The contextual robust optimization problem considers a risk-sensitive objective function for an optimization problem with the presence of a context vector (also known as covariates or side information) capturing related information. While the existing works mainly consider the in-distribution setting, and the resultant robustness achieved is in an out-of-sample sense, our paper studies an…

Was Residual Penalty and Neural Operators All We Needed for Solving Optimal Control Problems?
Oliver G. S. Lundqvist, Fabricio Oliveira
https://arxiv.org/abs/2506.04742

Was Residual Penalty and Neural Operators All We Needed for Solving Optimal Control Problems?
Neural networks have been used to solve optimal control problems, typically by training neural networks using a combined loss function that considers data, differential equation residuals, and objective costs. We show that including cost functions in the training process is unnecessary, advocating for a simpler architecture and streamlined approach by decoupling the optimal control problem from the training process. Thus, our work shows that a simple neural operator architecture, such as DeepON…

This https://arxiv.org/abs/2407.04562 has been replaced.
initial toot: https://mastoxiv.page/@arXiv_mat…

An SDE Perspective on Stochastic Inertial Gradient Dynamics with Time-Dependent Viscosity and Geometric Damping
Our approach is part of the close link between continuous dissipative dynamical systems and optimization algorithms. We aim to solve convex minimization problems by means of stochastic inertial differential equations which are driven by the gradient of the objective function. This will provide a general mathematical framework for analyzing fast optimization algorithms with stochastic gradient input. Our study is a natural extension of our previous work devoted to the first-order in time stochas…

This https://arxiv.org/abs/2503.14328 has been replaced.
initial toot: https://mastoxiv.page/@arXiv_mat…

Risk-Sensitive Model Predictive Control for Interaction-Aware Planning -- A Sequential Convexification Algorithm
This paper considers risk-sensitive model predictive control for stochastic systems with a decision-dependent distribution. This class of systems is commonly found in human-robot interaction scenarios. We derive computationally tractable convex upper bounds to both the objective function, and to frequently used penalty terms for collision avoidance, allowing us to efficiently solve the generally nonconvex optimal control problem as a sequence of convex problems. Simulations of a robot navigatin…

This https://arxiv.org/abs/2501.16815 has been replaced.
initial toot: https://mastoxiv.page/@arXiv_mat…

Best Subset Selection: Optimal Pursuit for Feature Selection and Elimination
This paper introduces two novel criteria: one for feature selection and another for feature elimination in the context of best subset selection, which is a benchmark problem in statistics and machine learning. From the perspective of optimization, we revisit the classical selection and elimination criteria in traditional best subset selection algorithms, revealing that these classical criteria capture only partial variations of the objective function after the entry or exit of features. By form…