Many optimization problems in engineering practice are nonsmooth nonconvex in nature. The nonsmoothness and nonconvexity of objective and constraint functions brings great challenges to the design and convergence anal...
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We present a novel methodology for convex optimization algorithm design using ideas from electric RLC circuits. Given an optimization problem, the first stage of the methodology is to design an appropriate electric ci...
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This paper explores the effectiveness of high-frequency options tradingstrategies enhanced by advanced portfolio optimization techniques,investigating their ability to consistently generate positive returns comparedto...
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In high-dimensional settings, Bayesian optimization (BO) can be expensive and infeasible. The random embedding Bayesian optimization algorithm is commonly used to address high-dimensional BO challenges. However, this ...
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Collaborative learning is an important tool to train multiple clients more effectively by enabling communication among clients. Identifying helpful clients, however, presents challenging and often introduces significa...
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In this paper, we consider a class of stochastic optimization problems over the expectation-formulated generalized Stiefel manifold (SOEGS), where the objective function f is continuously differentiable. We propose a ...
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This paper considers the distributed online bandit optimization problem with nonconvex loss functions over a time-varying digraph. This problem can be viewed as a repeated game between a group of online players and an...
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Optimizing problems in a distributed manner is critical for systems involving multiple agents with private data. Despite substantial interest, a unified method for analyzing the convergence rates of distributed optimi...
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We study the problem of determining an effective exploration strategy in static and non-linear optimization problems, which depend on an unknown scalar parameter to be learned from online collected noisy data. An opti...
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Low-light image enhancement remains an open problem, and the new wave of artificial intelligence is at the center of this problem. This work describes the use of genetic algorithms for optimizing analytical models tha...
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